Changes

Summary

  1. New stoc vol file (details)
  2. Done with implementation stochastic volatility with no hyper-parameters (details)
  3. Stochastic volatility (details)
  4. answers to Alessio comments (details)
  5. started with solver (details)
  6. stoc vol works. TODO: implement diagnostics (details)
  7. started with total order implementation (details)
  8. working on MixedOrder class. (details)
  9. working on mixed order (details)
  10. working on MixedOrder (details)
  11. Added diagnostic routines (details)
  12. merged into toolbox (details)
  13. working on stocVol example (details)
  14. stocVol (details)
  15. stocVol (details)
  16. added matplotlib dependency (details)
  17. working on banana example (details)
  18. documenting banana (details)
  19. working on banana (details)
  20. working on banana example (details)
  21. banana example needs documentation regarding diagnostics (details)
  22. added some diagnostics (details)
  23. working on laplace_approximation function (details)
  24. laplace (details)
  25. working on optimizer (details)
  26. Laplace approx done. To be tested. (details)
  27. working on FrozenGaussian with precision input (details)
  28. tests passed for new version of GaussianDensity. TODO: add unittests (details)
  29. done precision tests (details)
  30. laplace works. to finish tests (details)
  31. laplace works. to finish tests (details)
  32. laplace works. to finish tests (details)
  33. Laplace ready (details)
  34. test optimizer (details)
  35. working on optimizer (details)
  36. fixed optimizer (details)
  37. optimizer works! (details)
  38. added some docs on banana (details)
  39. added some logging in the Diagnostic module. To be added all over. (details)
  40. newton_cglu_optimizer (details)
  41. added function niceplot (details)
  42. Added class TransportMap (details)
  43. class TransportMap integrated (details)
  44. Init maps (details)
  45. working on the CommonBase LinearSpan TM (details)
  46. Removed duplicate pullback functions (details)
  47. working on CommonBase LinearSpan Map (details)
  48. linear transport map (details)
  49. fixed naming of TransportMaps (details)
  50. working on CommonBase LinearSpan Map (details)
  51. working on CommonBase LinearSpan Map (details)
  52. Done CommonBasis LinearSpan Map. Moving to (details)
  53. working on CommonBasisLinearSpanApproximation (details)
  54. working on CommonBasisLinearSpanApproximation (details)
  55. working on CommBase Map (details)
  56. moving function evaluation and gradients into LineaSpanAppoximation (details)
  57. Done with linear map class. Now moving to unit test (details)
  58. in process of migrating functions from FullLinearSpan to LinearSpan with (details)
  59. moved most of the stuff to LinearSpan (details)
  60. moved most of the stuff to LinearSpan (details)
  61. LinearSpanApproximations ready. Move to TriangularTransportMap (details)
  62. Minor changes (details)
  63. changed uml (details)
  64. Added plotAlignedSliceMap (details)
  65. Added niceContour, plot2density and testBananaPullback (details)
  66. added testBananaPullback (details)
  67. fixed l2 regularization (details)
  68. rotated banana improved (details)
  69. working on #36. Done with Transport maps? (details)
  70. Banana example linear span (details)
  71. some mods on the examples (details)
  72. #26 working on TM densities test cases (details)
  73. working on test cases (details)
  74. working on test cases (details)
  75. working on density test cases (details)
  76. working on test cases for densities (details)
  77. working on dens test cases (details)
  78. working on tests densities (details)
  79. transport map densities tests added. Still some problems on the linear (details)
  80. added tests for kl_divergence (details)
  81. removed old tests structure (details)
  82. #26 fixed all unittests. TODO add test for LinearTransportMap (Alessio) (details)
  83. updating UML graph and TransportMap classes (details)
  84. Fixes #27: UML graph updated (details)
  85. fixed import name for CommonBasisLinearSpanTriangularTransportMap (details)
  86. relaxed target eps in MC tests for density unittests (details)
  87. Jenkins test develop script added (details)
  88. fixed test_develop chmod (details)
  89. #25 restructuring precomp strategy in order to enrich the precomp (details)
  90. #25 restructuring precomp strategy in order to enrich the precomp (details)
  91. #25 restructuring precomp strategy in order to enrich the precomp (details)
  92. uni-variate preallocation works for linear system (details)
  93. working on TransportMapBase to allow both uni-variate and multi-variate (details)
  94. working on TransportMapBase to allow both uni-variate and multi-variate (details)
  95. #25 linear span transport maps with precomputation of uni-variate and (details)
  96. working on IntegratedExp approximation (details)
  97. working on IntegratedExp approximation (details)
  98. working on IntegratedExp approximation (details)
  99. working on precomputation in integrated exponential. Some tests fail... (details)
  100. #25 preomputation on integrated exponential works! Make comprehensive (details)
  101. fixed FrozenFunction precomp functions (details)
  102. KLdivergence example with options (details)
  103. working on common basis (details)
  104. working on common basis (details)
  105. fixing common basis (details)
  106. CommonBasisLinearSpan ready. TODO: unittests (details)
  107. making unittests for CommonBasisLinearSpan (details)
  108. fixed stoc Vol with constant term (details)
  109. CommonBasis LinearSpan works. Moving to IntegratedExponential (details)
  110. CommonBasisIntExp started. precomp_evaluate done (details)
  111. IntExpFunctionApproximation precomputation structure refactorization (details)
  112. refactored IntExpFuncApproximation (details)
  113. working on CommonBasis IntegExp (details)
  114. CommonBasis IntegratedExponential works (details)
  115. KLdivergence example now uses CommonBasis implementation (details)
  116. Fixes #25. (details)
  117. updated banana example with common basis (details)
  118. TotalOrder approximation added. Fix the integration into IntExp (details)
  119. Total order working on test_transportmaps. TODO: Add (details)
  120. Total Order unittests done (details)
  121. fixed CommonBasis precomputation, adding to_compute_flag (details)
  122. Fixes #1. Total order truncation implemented. Updated KLdivergence (details)
  123. Added BOD model and ConditionedDiffusion folders (details)
  124. fixed conflict on testBananaPullback (details)
  125. started with new branch (details)
  126. fixed bug on GaussianDensity rvs (details)
  127. fixed bug on GaussianDensity rvs (details)
  128. working on stochastic volatility example (details)
  129. Added joint BOD model (details)
  130. reshaping StochasticVolatility example (details)
  131. BOD model works. (details)
  132. Stochastic volatility issuing command changed (details)
  133. #31 started optional vectorization of expectations in (details)
  134. Notes composition map Stoc Vol (details)
  135. Added banana folder (details)
  136. starting with stoc vol composition (details)
  137. split map generation from StochasticVolatility files (details)
  138. Added gradients composition (details)
  139. Added gradients composition (details)
  140. Added Markov Component Stoc Vol (details)
  141. stoc vol composition almost there.... (details)
  142. stoc vol composition runs. TODO: compose all the maps (details)
  143. working on lifting and overall pullback (details)
  144. stochastic volatility composition works!!! (details)
  145. refactoring the vectorization in several routines... to be finished. (details)
  146. #31 refactoring to allow computations in batches (details)
  147. refactored everything to execute in batches defined by a list (iterable) (details)
  148. new implementation works on old unit tests (details)
  149. current implementation works on unittests and KLdivergence example test (details)
  150. setting up BOD model for higher dimension... (details)
  151. Opens #20. Added logging capabilities in the minimize_kl_divergence (details)
  152. working on BOD higher order (details)
  153. working on bod (details)
  154. working on KL divergence arctan function (details)
  155. cleaned KL divergence file (details)
  156. re-organized predefined densities (details)
  157. added corresponding changes also in the LinearTransportMap class (details)
  158. working on the tilted banana (details)
  159. updating LinearTransportMap (details)
  160. updating LinearTransportMap (details)
  161. working on banana (details)
  162. added default classes for Isotropic transport maps (details)
  163. added default classes for Isotropic transport maps (details)
  164. using default functions all over (details)
  165. working on rotated banana (details)
  166. #35 working on cached evaluations low-level (details)
  167. #35 low-level caching for function evaluation implemented. TODO: check (details)
  168. removed some all-equal statements (details)
  169. changed handling of indices (details)
  170. caching low level partial_xd done (details)
  171. changed array_equal withing function evaluation with a same_coeffs_flag (details)
  172. fixed FrozenTriangularTransportMaps (details)
  173. Gradients conditional diffusion (details)
  174. working on conditioned diffusion script. fixed inputs to StocVol (details)
  175. conditioned diffusion running script ready (details)
  176. using default TransportMap generation all over the place (details)
  177. Implemented gradients Markov Component Cond Diff (details)
  178. working on fixing stochastic volatility components. TODO: Fix the (details)
  179. fixed full transport map with extra same_coeffs_flag (details)
  180. Debugging Hessian CondDiff (details)
  181. Fixed gradient Markov Component Conditioned Diffusion (details)
  182. Added composition maps for conditione diffusion (details)
  183. working on conditioned diffusion (details)
  184. FullTransportMap does not need to redefine pullback and pushforward (details)
  185. cond diffusion works. better parametrization is needed (RBF?) (details)
  186. can recover precision matrix in 3d (details)
  187. updating UML diagram (details)
  188. map from samples now has a couple more distributions to sample from (details)
  189. mapFromSamples also plots histograms of pullback against original (details)
  190. removed "TranportMaps." tag from index (details)
  191. compare map to analytical (details)
  192. histogram plots a bit nicer (details)
  193. working on using RBF in banana example (details)
  194. preparing for high-level caching. Restructured precomp structure (details)
  195. high-level caching is done. TODO: check it is doing what is required to (details)
  196. the high-level caching and the computation in batches/parallel need to (details)
  197. mfs looking good, need support map still (details)
  198. updated interface min_kl_div in TransportMapBase (details)
  199. removed low-level caching. added high-level caching. TODO: check that (details)
  200. added test case for high-level caching. change idxs_list to idxs_slice (details)
  201. test cases work. try it out on examples and then test performaces on BOD (details)
  202. works on examples kldivergence. Check that caching is actually used (details)
  203. #35 high-level caching successful. TODO: profile on the BOD example. (details)
  204. turned pushforward to exp(log_pushforward) (details)
  205. experimenting on the banana example (details)
  206. fixed bug in TransportMapBase (details)
  207. removed flag vectorize. batch_size determines whether vectorize or not (details)
  208. updated examples without vectorize flags (details)
  209. fixed kl_divergence routines with batches. list -> slice (details)
  210. working on low-level caching (details)
  211. working on low-level caching (details)
  212. low-level caching works on test cases (details)
  213. trying to improve the hess computation (details)
  214. alternative solution (details)
  215. added grad_a_squared with precomputed VVT (details)
  216. removed same_coeffs_flag and added caching for partial_xd (details)
  217. working on the banana (details)
  218. reverted to grad_a instead of grad_a_squared (details)
  219. polishing hess_a in IntegExp (details)
  220. polishing hess_a (details)
  221. polishing hessian little by little (details)
  222. mfsSandia includes transform (details)
  223. some improvements in hess_a_log_pullback (details)
  224. working on banana (details)
  225. fixed import to numpy.linalg (details)
  226. fixed hessian with regularization (details)
  227. adding missing files to conditioned diffusion (details)
  228. working on stoch diff (details)
  229. working on conditioned diffusion (details)
  230. improving visualization in conditioned diffusion (details)
  231. plot in place conditioned diffusion (details)
  232. working on value at risk problem (details)
  233. working on the banana (details)
  234. working on banana (details)
  235. adding missing files to conditioned diffusion (details)
  236. working on stoch diff (details)
  237. working on conditioned diffusion (details)
  238. improving visualization in conditioned diffusion (details)
  239. plot in place conditioned diffusion (details)
  240. working on value at risk problem (details)
  241. remove rare events (details)
  242. starting the sparsity algorithm (details)
  243. sandia samples: now asks whether right or left-tailed (details)
  244. plot samples includes 1d analytic form (details)
  245. sandia1d computes analytical pdf and kl between that and computed (details)
  246. kl div in 1d needs approximation help (details)
  247. pullback density in progress (details)
  248. fixed pullback (details)
  249. trying MSE ? instead of KL (details)
  250. mse computation in development (details)
  251. Open #8 (details)
  252. added derivative checks tests for pushforward transport map densities. (details)
  253. building up example for inverse construction (details)
  254. set up kl using TM density (details)
  255. examples work derivative free (details)
  256. creating inverse gradients (details)
  257. working on gradient (details)
  258. checking gradient (details)
  259. back to kl (details)
  260. gradient inverse map works (details)
  261. implemented gradient. to be checked with tests and stochastic volatility (details)
  262. grad_a_log_pushforward passes the unit test. Check signs and fix (details)
  263. grad_a_log_pushforward passes the unit test. Check signs and fix (details)
  264. unit tests passed. Remove precomputation in minimization in order to (details)
  265. inverse solution works. todo: profile to see whether some computations (details)
  266. partition densities off (details)
  267. working on banana example (details)
  268. added no-plot option (details)
  269. Open #19: written test functions for map from samples. The problem has (details)
  270. maps from samples tests work fine (details)
  271. working on composite and inverse transport maps, in order to do (details)
  272. working on the missing composition functions (details)
  273. adding missing functions (details)
  274. added grad_x and hess_x functions to Composite maps. (details)
  275. working on the banana example. transform the target to the pushforward (details)
  276. adding necessary inverse functions for pushforward (details)
  277. fixing banana with composition of maps (details)
  278. updated UML diagram (details)
  279. banana example works with composite densities (details)
  280. mfs tests has laplace, needs reorg (details)
  281. test cases using randomly generated coefficients work (details)
  282. started with direct construction of the inverse sv transport. Added (details)
  283. added default also for linear span approximations (details)
  284. working on sv inverse transport (details)
  285. woring on stoc vol (details)
  286. working on cond diffustion (details)
  287. small changes in defaluts (details)
  288. Default option poly and rbf (details)
  289. added rbf/poly option to cond diffusion (details)
  290. working on storage and reload of computed maps (details)
  291. construction and postprocessing scripts for conditioned diffusion are (details)
  292. fixed random conditionals plotting problem (details)
  293. storage (using dill) and post processing of conditioned diffusion (details)
  294. test numbers 1-4 in extra densities (details)
  295. working on plotting of conditioned diffusion (details)
  296. fixed bug in plotAlignedConditionals (details)
  297. plotting (details)
  298. forcing full span when rbf is chosen in default constructors (details)
  299. condiff: fixed input span to (details)
  300. testing higher order for cond diff (details)
  301. fixed problem in aligned map plotting (details)
  302. started with parallelization of diagnostics (details)
  303. parallelization of the diagnostics (details)
  304. cond diff: adaptation (details)
  305. cond diff: adaptation works (details)
  306. parallelization works for aligned conditionals (details)
  307. working on cond diff example and figures (details)
  308. plot with log log (details)
  309. plotting diagnostic parallelized with mpi_map v1.0.3 (details)
  310. updated conditioned diffusion postprocessing files (details)
  311. added variance based diagnostic (details)
  312. allow for restart in cond diff example (details)
  313. working on restarting of cond diff (details)
  314. plotting diagnostic now stack all the evaluation points together in (details)
  315. added nprocs in adapted composition cond diff (details)
  316. fixed bug in slice map plotting (details)
  317. cond diff with restart works (details)
  318. fixed problem in inverse which would cause loss of precision. cond diff (details)
  319. started with the parallelization of variance_approx_kl. Changes are (details)
  320. added Weibull density to the available test distributions (details)
  321. moved all pc_density analytical stuff to ExtraDensities (details)
  322. started with issue #41. made a sketch c++ module (details)
  323. handling arrays Numpy/C done (details)
  324. started with weird sampler (details)
  325. sampler done (details)
  326. working on construction from samples (details)
  327. working on Laplace for cond diff (details)
  328. working on plots cond diff (details)
  329. some plotting progresses (details)
  330. example for xun ready. Todo: document it.. (details)
  331. added readme to the CPP-module example (details)
  332. removed unnecessary files (details)
  333. prepared figures for YMM presentation (details)
  334. working on the direct approximation of the Weibull distribution (details)
  335. log_pdf in extra doesn't work with algorithm, but algorithm is running (details)
  336. working on map composition direct transport (details)
  337. Weibull works. Added asymptotic behavior on the Logistic. (details)
  338. starting with stochastic volatility (details)
  339. working on step by step construction (details)
  340. reordering in progress (details)
  341. renamed files (details)
  342. moving in the dark for Logistic and Banana examples... (details)
  343. added installation tips in the documentation (details)
  344. reorganizing example file organization (details)
  345. fixed bug due to new version of SciPy rootfinding routine. tolerances (details)
  346. rewriting the density (details)
  347. sv density and data generation ready (details)
  348. sv: Laplace done (details)
  349. sv: composition of maps done, with postprocess (details)
  350. sv: direct map done (details)
  351. direct map in low dimension (details)
  352. sv: inverse map construction (details)
  353. algorithm working, with unnormalized data (details)
  354. normalizing data, in progress (details)
  355. sv working on the inverse map (details)
  356. algorithm with renormalized data (details)
  357. working on sv inverse (details)
  358. added grad check on minimiziation. working on sv inverse... (details)
  359. fixed bug on grad_a_inverse pushforward... (details)
  360. sv inverse map preconditioned throught laplace pullback (details)
  361. preparing dataset for Shwab (details)
  362. algorithm tau change (details)
  363. updated jenkins links (details)
  364. reversed to v1.0.0 for initial releases (details)
  365. data loading script for Robert done (details)
  366. data loading for Robert works (details)
  367. Added example with only the material for Shwab (details)
  368. added test pullback for shwab material (details)
  369. mc study of map parameters (details)
  370. memory leak issue (details)
  371. renamed variables (details)
  372. sv: inverse map preconditioned with diagonal Laplace (details)
  373. debugging memory leak (details)
  374. added if conditions around logging outputs (details)
  375. partially solved memory leak. There is still an issue with precomputed (details)
  376. improved logging (details)
  377. New stoc vol with hyperparameters doc (details)
  378. fixing memory leak (details)
  379. Done with the derivation of the  Stoc Vol model  with Hyper-params (details)
  380. cleaned msf_kl_test file (details)
  381. mc_sparsity.py (details)
  382. post processing mc study (details)
  383. diagnostics are now parallelized (details)
  384. #45 added default constructors to examples. TODO: fix Gumbel (details)
  385. Fixes #45 (details)
  386. finished with default constructors examples (details)
  387. post proc for mc study has S and Omega matrix and element-wise norms (details)
  388. Implementing gradients Stoc Vol with Hyper-parameters (details)
  389. caching passes unit tests. TODO: test on example and check speedup (details)
  390. added time tracking for examples (details)
  391. working on examples (details)
  392. added timing in all the examples (details)
  393. taking top-down approach. started with kl_divergence functions in (details)
  394. variable elimination added but has bug, need to find cliques in matrix (details)
  395. applied changes to all functions in Routines.py. TODO: think about the (details)
  396. grid graph implemented (details)
  397. designed a way to make chacing and batching work while parallelizing the (details)
  398. working on parallel structures (details)
  399. parallelization of kl_divergence done... maybe. (details)
  400. working on parallel batching... (details)
  401. working on parallel-batching... (details)
  402. MPI implementation to be debugged (old and new unit tests) (details)
  403. old unit tests work!! (details)
  404. parallel evaluation of kl divergence work almost on all test cases.. (details)
  405. parallelization now allows for the use of a pool of processors which are (details)
  406. added unit tests for minimization. to be tested (details)
  407. kl tests (details)
  408. working on unit tests (details)
  409. fixed test case for arctan parallel (details)
  410. minimization tests passed (details)
  411. Done with full joint  Stoc Vol with Hypers (details)
  412. bug fixed. running all tests! (details)
  413. fixed bugs! MPI works! TODO: update the examples (details)
  414. Done with Markov Component of Stoc Vol with Hypers (details)
  415. parallelization works on the examples. TODO: profiling (details)
  416. fixed bug on unit tests (details)
  417. speed up unit tests kl divergence (details)
  418. parallelized precomputation and fixed bug in test_kl_divergence (details)
  419. another bug in test_kl (details)
  420. another bug in test_kl (details)
  421. running tests on stochastic volatility with hyperparameters (details)
  422. working on parallelization of generation of new samples (details)
  423. parallelized generation of samples (details)
  424. post-proc finds error, variance and bias (details)
  425. fixed mpi_eval call in regression (details)
  426. fixed bug regression (details)
  427. removed parallelization in regression for now... opening #52 (details)
  428. working on composition of maps (details)
  429. working on stoch vol (details)
  430. examples work without mpirun (details)
  431. Fixes #53. (details)
  432. optional matplotlib in examples (details)
  433. updated testing script (details)
  434. made matplotlib optional throughout the module (details)
  435. added script for running on voyager.mit.edu (details)
  436. working on stochvol (details)
  437. working on cluster (details)
  438. fixed bug in kl divergence unit tests (details)
  439. working on cluster (details)
  440. Added trim density on Stoc Vol Hyper (details)
  441. map generation for density with hyper parameters (details)
  442. working on postprocessing (details)
  443. Fixed deepcopy issues with Stoc Vol (details)
  444. working on cluster (details)
  445. postprocessing step (details)
  446. fix typo in Routines.py (details)
  447. fixed map generation with hyper (details)
  448. all tests pass (details)
  449. changes made on hess_x_log_pullback. TODO: replicate on other hess_x (details)
  450. Issue #31: removed construction of m x d x d x d x d tensor from (details)
  451. working on #40: implementing the map-reduce scheme (details)
  452. the map-reduce scheme works. Figure out why the number of processes (details)
  453. Fixes #53: implements map-reduce scheme (details)
  454. histograms of map and omega entries (details)
  455. added the stochastic Laplace postprocessing for the hyperparamters case (details)
  456. laplace approximation posprocess for hyper parameters (details)
  457. Implemented Markov component stoc vol hyper (details)
  458. added defaults for components with different basis and span (details)
  459. ready to test (details)
  460. fix bug on defaults (details)
  461. almost testing (details)
  462. fixes.. (details)
  463. something is running (details)
  464. Scripts composition stoc vol with hyper working (details)
  465. fixed defaults (details)
  466. working on unit tests for clusters (details)
  467. Ready for full problem with 1hyper (details)
  468. Ready for full problem with 1hyper (details)
  469. unit tests on cluster work (details)
  470. Fixes for full problem with 1hyper (details)
  471. Stoc Vol Hyper--configuration for 2 hyper (details)
  472. Stoc Vol Hyper--configuration for 2 hyper (details)
  473. working on first variation examples (details)
  474. working on example (details)
  475. working on first variation (details)
  476. fixed bug on defaults (details)
  477. other bug.. (details)
  478. added job number in submission script for clusters (details)
  479. added voyager submission script (details)
  480. Setup for 3hypers Stoc Vol (details)
  481. Setup for 3hypers Stoc Vol (details)
  482. very unsure on where to put the first variation implementation (details)
  483. regression example works on python3 (details)
  484. working on parallelization of regression (details)
  485. regression is now parallel. TODO: implement map-reduce for regression (details)
  486. warm start with skipping steps done. It should be tested first! (details)
  487. Changes to plot and postprocessing (details)
  488. histograms have no ticks or labels (details)
  489. added data for 2hyper (details)
  490. added results for 1hyper (details)
  491. working on hypersonic. added lag on composition construction. (details)
  492. Getting rid of the recursion for composition of maps (details)
  493. Input NMC to post processing script (details)
  494. first variation implemented. TODO: test it (details)
  495. added mpi_pool argument to diagnostic functions. Changed design of (details)
  496. fixed variance diagnostic routine (details)
  497. fixed routine variance diagnostic (details)
  498. data 3hyper (details)
  499. working on refinement (details)
  500. working on test case 2d (details)
  501. fixed file TransportMapDensities. The PullBackDensity was defined (details)
  502. pdf as exp(log_pdf) (details)
  503. Fixes to post-processing trim script (details)
  504. working on plots (details)
  505. working on plots of the first variation (details)
  506. Decoupled data analysis from plots (details)
  507. working on plots of first variation 2d (details)
  508. added diagonal transport map (details)
  509. adaptivity works on banana (details)
  510. adaptive refinement works on banana with hyper-cross enrichment (details)
  511. working on the banana (details)
  512. done with the banana example (details)
  513. started with stochastic volatility (details)
  514. added results 2 hyper (details)
  515. working on adaptivity for stochastic volatility (details)
  516. it somehow works on stoc vol 5 steps (details)
  517. removed data from branch (details)
  518. new enrichment and stopping strategy in first variation adaptivity. (details)
  519. preparing sensitivity tests (details)
  520. refinement routine done. to be tested (details)
  521. working on full algorithm for adaptivity (details)
  522. working on remove coefficients (details)
  523. first variation approach designed (details)
  524. added input arguments to scripts (details)
  525. 2hyper map 100 (details)
  526. refinement strategy includes check on sensitivity of variance diagnostic (details)
  527. data for stoc vol 2 hypers n100 (details)
  528. added analysis 2hyper 100steps (details)
  529. working on figures (details)
  530. working on plots (details)
  531. map from samples notebook started (details)
  532. post processing (details)
  533. map from samples notebook, code fine but maybe should have more text (details)
  534. moved samples notebook (details)
  535. new storage for first variation script (details)
  536. fixed storage adaptivity (details)
  537. fixing adaptivity for quadratures (details)
  538. working on examples for presentation (details)
  539. added output on refinement (details)
  540. improved total order multi index routine. (details)
  541. added output to adaptivity (details)
  542. getting data.. (details)
  543. running conditionals for alessio (details)
  544. improved postprocess (details)
  545. fixed adaptivity routine (details)
  546. right now the mpi design is a big mess... find an elegant way to get all (details)
  547. restructuring all mpi calls according to the new design (details)
  548. working on parallelization of objective functions (details)
  549. objective done for integrated exponential... (details)
  550. modifying regression routines. Todo also: fix the constraints in the (details)
  551. done with code rewriting. TODO: rewrite all tests and examples. (details)
  552. debuging: testing serial execution kl_divergence (details)
  553. testing minimization serial (details)
  554. minimization IE works. TODO: LS minimization and all parallel (details)
  555. all serial tests work (details)
  556. working on parallel tests (details)
  557. testing parallel on kl_minimization and L2_minimization (details)
  558. testing parallel on kl_minimization and L2_minimization (details)
  559. passing all tests (details)
  560. started with the documentation of MPI (details)
  561. going on with docs (details)
  562. fixed pdf/log_pdf for transprot map densities and going on with mpi (details)
  563. working on example (details)
  564. working on documentation (details)
  565. working on documentation (details)
  566. working on mpi examples (details)
  567. working on mpi examples.... (details)
  568. going on with mpi documentation. TODO: check examples... (details)
  569. updated examples (details)
  570. examples have been updated to use the new mpi interface (details)
  571. updated slurm script for examples (details)
  572. residual modifications to adaptivity routines (details)
  573. fixed bug in mpi_eval (details)
  574. working on examples (details)
  575. updated regression examples to use MPI (details)
  576. added action of hessian on routines and TransportMapBase. TODO: modify (details)
  577. action of the Hessian implemented for the kl-divergence and the l2 (details)
  578. finished last merge (details)
  579. working on 3hyper (details)
  580. fixed regression (details)
  581. fixed chacing of hessian. Now it is really not recomputed (details)
  582. fixed output hess (details)
  583. fixed typo in routines (details)
  584. batching implemented to be exthensively tested (details)
  585. working on unittests for l2_misfit (details)
  586. first test passed (details)
  587. adding tests (details)
  588. passing some of the tests... (details)
  589. misfit tests all pass (details)
  590. regression batching seems to work on unit test cases (details)
  591. almost ready to run 3hyper on cluster (details)
  592. almost ready to run 3hyper on cluster (details)
  593. fixed runner (details)
  594. removed data. use Dropbox folder for this (details)
  595. logging capabilities improved for both kl-divergence and regression (details)
  596. fixed scripts (details)
  597. fixes #63 (details)
  598. fixed serialization of the logger (un-pickable and thus removed from the (details)
  599. added curvature output on Hessian output (to check positive (details)
  600. mpi tutorial is done (details)
  601. working on cpp examples (details)
  602. updated stocvol analysis with new MPI (details)
  603. updated construction scripts (details)
  604. updated analysis (details)
  605. udated plotting for stoc vol (details)
  606. updated mpi-usage (details)
  607. re-activated var_diag_list (details)
  608. added debug code for Hessian conditioning (details)
  609. added no-marginals option in plotting (details)
  610. use gaussian graphs in algorithm (details)
  611. working with generated data (details)
  612. working on newly generated data (details)
  613. fixed analysis script (details)
  614. removed data folder durbin (details)
  615. updating adaptivity to new MPI (details)
  616. fixed merge with master. MPI functionalities updated (details)
  617. added possibility of pulling back through Laplace prior to adapt the map (details)
  618. improved postprocessing (details)
  619. added possibiltiy do inverse adaptivity (details)
  620. working on log-gauss Cox (details)
  621. added test for processes (details)
  622. working on log-cox densities (details)
  623. working on logcox (details)
  624. working on log-cox (details)
  625. working on setup of log gaussian cox (details)
  626. data generation done (details)
  627. working on log gaussian cox (details)
  628. plotting change in laplace postprocess (details)
  629. added pieces of grad_a_omega (details)
  630. testing new derivatives (details)
  631. cleaning before merge (details)
  632. fixes on the full transport maps (details)
  633. reorganizing examples (details)
  634. added Laplace scripts (details)
  635. restructuring examples (details)
  636. restructuring examples (details)
  637. restructuring stochastic volatility example (details)
  638. restructuring stochastic volatility (details)
  639. restructuring LogGaussCox (details)
  640. restructuring (details)
  641. working on LogGaussianCox postprocessing for generic maps (details)
  642. working on LogGaussianCox (details)
  643. started working on script for generic transport map construction (details)
  644. updated contributors list and author list in files (details)
  645. updated readme (details)
  646. updated readme (details)
  647. working on direct map script (details)
  648. started with xml specification of maps (details)
  649. delta method almost done, fibers incorrect in TransportMapBase (details)
  650. working on xml descriptors (details)
  651. working on xml descriptor parsers (details)
  652. updated authors and emails (details)
  653. added xml loader for tests (details)
  654. reduced dimension of linear map Hessian return (details)
  655. updated authors and emails... (details)
  656. working on constructor of linear span approximations (details)
  657. working on the XML schema... (details)
  658. working on the schema and validating it... (details)
  659. working on the definition of a syntax for the components (details)
  660. working on the definition of a syntax for the components (details)
  661. working on basis (details)
  662. added example structures (details)
  663. working on the parser in TriangularTransportMaps.py (details)
  664. working on the parser for IntegratedExpTriMap (details)
  665. updated author and contact in init file (details)
  666. parser.... (details)
  667. sprinting on LogGaussianCoxProcess. The script tmap-direct will need to (details)
  668. test was run successfully for nobs=30. the tmap-direct script is in (details)
  669. working on independent samplers (details)
  670. working on rejection sampler (details)
  671. working on samplers (details)
  672. working on effective sample size criteria... (details)
  673. ess implemented (details)
  674. working on postprocess scripts (details)
  675. bigger head map for log gaussian cox (details)
  676. working on the sampling of tmap (details)
  677. almost done with figures for Log Gauss Cox (details)
  678. working on Metropolis samples. Added h5py dependency (details)
  679. tests gradahessxpartialxd (details)
  680. one bug less to be fixed... (details)
  681. added test_functions (details)
  682. figures and scripts for log gauss cox are done (details)
  683. added batching for tmap-postprocess but needs to be improved (details)
  684. streamlining scripts for sequential inference postprocessing (details)
  685. heavy modification of the postprocess scripts for stoch vol. Sequential (details)
  686. scripts for paper working... (details)
  687. working on postprocessing plotting (details)
  688. merging (details)
  689. prepared plotting for paper (details)
  690. almost all figures are done (details)
  691. Christmas plots (details)
  692. working on figures (details)
  693. working on parsing of IntExpNonLinearHeadMap-5d.xml (details)
  694. working on parsing of IntExpNonLinearHeadMap-5d.xml (details)
  695. working on functional approximations. Allow for the use of (details)
  696. added the approx layer in order to mimic the class hierarchy (details)
  697. think a better design for tensorized/non-tensorized basis... (details)
  698. working on parsing of functionals (details)
  699. working on tensorization of basis.... (details)
  700. moving on to the parsing of basis (details)
  701. constructor works for IntExpNonLinearHeadMap-5d.xml and (details)
  702. removed HardVars which is cretated at sdist time (details)
  703. added creation of hardcoded variables (xml schemes) at install and (details)
  704. working on serializing xml unit tests. (details)
  705. figure out how to define classes on the fly (details)
  706. full order works (details)
  707. monotonic lin span approximation get instantiated, but we need to add a (details)
  708. tolerance computed with delta method (details)
  709. working on RadialBasisFunctions support... Maybe we need to interface (details)
  710. loading from xml works, but multi-index loading and xml storing (details)
  711. construction of multi-idx map from xml works (details)
  712. working on tests for scripts (details)
  713. done with the tests for the scripts (details)
  714. started working on integrated squared approximation (details)
  715. working on test_transportmaps inverse.. (details)
  716. working on kl divergence tests (details)
  717. working on tests and examples (details)
  718. test_xml works (details)
  719. removed Full and Total order approximations. Now they are all (details)
  720. starting the implementation of the integrated squared linear span (details)
  721. working on the intsq approximation (details)
  722. going on... (details)
  723. progressing... (details)
  724. we are over the hill.. (details)
  725. Class IntegratedSquaredParametricFunctionApproximation done. TODO: (details)
  726. test_transportmaps pass (details)
  727. working on minimization tests... something wrong with batching.. (details)
  728. working on int sq (details)
  729. interfacing with PosDefConstSquaredExtHermitePhysicistsFunction (details)
  730. something is wrong with the pos def squared implementation... (details)
  731. working on test_transports for new Inetgrated Squared approximations (details)
  732. squared const ext hermite prob func works but slow. To be profiled (details)
  733. integrated squared is almost ready. Implementation sufficient for merge (details)
  734. ordering and post-processing (details)
  735. added functions needed for variance of omega, for algebraic basis (details)
  736. added n_edges to graphs and normalized delta plots (details)
  737. fixed postprocess script (details)
  738. fixed input/raw_input (details)
  739. working on additional functions for list composite map (details)
  740. working on hess_x (details)
  741. implemented ListCompositeTransportMap. It's missing some (details)
  742. imporved documentation tmap-direct (details)
  743. cleaning: mapsFromSamples dir (details)
  744. working on scripts interface (details)
  745. working on help for scripts (details)
  746. working on scripts (details)
  747. working on scripts (details)
  748. algorithm with graphs is now test file (details)
  749. working on postprocessing scripts (details)
  750. fixed disclaimer LGPL (details)
  751. tests work for the scripts in place. start docs. (details)
  752. restructured documentation. Prepared for scripts documentation (details)
  753. working on documentation of cli (details)
  754. working on bod (details)
  755. fixed references and working on bod (details)
  756. working on unbiased samplers (details)
  757. working on unbiased sampling (details)
  758. data generation for bod (details)
  759. done with bod (details)
  760. done with bod (details)
  761. working on xml docs (details)
  762. xml docs done (details)
  763. xml done (details)
  764. xml done (details)
  765. gumbel ready for presentation too (details)
  766. fixed gumbel also for documentation (details)
  767. added grad_x_inverse and log_deg_grad_x_inverse methods (details)
  768. working on bod presentation (details)
  769. going on with bod presentation (details)
  770. almost done with bod (details)
  771. bod for presentation ready (details)
  772. done with tm examples (details)
  773. done with xml (details)
  774. started with cli (details)
  775. started working on the stochastic volatility density... (details)
  776. started with writing of classes for decomposable densities (details)
  777. started with writing of classes for decomposable densities (details)
  778. going on with densities (details)
  779. working on classes for sequential inference (details)
  780. working on rewriting stocvol densities (details)
  781. wrapping up stocvol density (details)
  782. testing new implementation! (details)
  783. equivalent density! TODO: MarkovComponent (details)
  784. working on markov component. (details)
  785. working on markov comp (details)
  786. one residual error in the hessian... (details)
  787. The density is set up and ready to be used (details)
  788. working on documentation and refactored examples of densities (details)
  789. documenting stoc volatility (details)
  790. going on with sequential inference example (details)
  791. working on docs for stocvol example (details)
  792. reorg, now with dirs (details)
  793. fix directory for monte carlo run (details)
  794. adding data dir (details)
  795. removed tabulate (details)
  796. fixed import for python2 (details)
  797. added missing densities (details)
  798. removed some example densities for now (details)
  799. acme data clean (details)
  800. working on stoc vol example (details)
  801. working on first step stoc vol (details)
  802. working on first step stoc vol (details)
  803. almost done with stoch vol (details)
  804. doing stoc vol post processing (details)
  805. sequential inference needs a longer example (details)
  806. started with SeqHMM integrator (details)
  807. finished sequential inference... (details)
  808. fixed imports of integrator. TODO: documentation of the integrator class (details)
  809. fixed typos in examples (details)
  810. added svg data assimilation (details)
  811. added inkscape preamble (details)
  812. updated figures and notation in sequential inference (details)
  813. fixed pictures (details)
  814. fixed bod (details)
  815. working on filtering (details)
  816. done with getting filtering out (details)
  817. ok with filtering of stoc vol (details)
  818. added the script for sequential inference (details)
  819. first implementation of sampler works on postprocessing (details)
  820. added stochastic volatility folder (details)
  821. adding ess estimation in unbiased sampling script (details)
  822. postprocess sampling fixed (details)
  823. working on command line commands (details)
  824. working on command line documentation! (details)
  825. working on command line documentation! (details)
  826. working on cli (details)
  827. going on with cli (details)
  828. working on cli postprocess (details)
  829. working on cli postprocess (details)
  830. cli done (details)
  831. dummy file for volatility data (details)
  832. added missing file (details)
  833. fixing stile of documentation (details)
  834. refactored Density->Distribution (details)
  835. removed unused functions in Diagnostics.Plotting (details)
  836. checked default constructors. fixes #34 (details)
  837. added deprecation flag for old sub-module Denisities (details)
  838. fixed logging of solving stats (details)
  839. removed default dependency on optional packages (details)
  840. disabled parallel tests if MPI is not supported (details)
  841. downgraded documentation to TM 1.0 (details)
  842. removed circular import in all the submodules (details)
  843. local merge (details)
  844. installation goes through on MAC. Going on with documentation (details)
  845. working on intro (details)
  846. checking for broken links (details)
  847. fixing readme (details)
  848. fixed wrong merge.. (details)
  849. working on alinged-marginals. Check on quadratures output as well. (details)
  850. added marginal plotting (details)
  851. sequential-tm with restart (details)
  852. tmap-sequential-tm can now re-start. Added verbose options and (details)
  853. working on postprocess for sequential algorithm (details)
  854. added postprocess for sequential inference (details)
  855. done with scripts (details)
  856. working on documentation of inverse from samples (details)
  857. working on inverse sparse transport (details)
  858. added inverse stochastic volatility example (details)
  859. added figures for cli.ipynb (details)
  860. working on class diagram (details)
  861. working on the api (details)
  862. removed autosummary (details)
  863. included inheritance graph. Fixes #27 (details)
  864. fixed dictionary get for python2. Fixes #75 (details)
  865. updated version 1.0.0b1 and copyright (details)
  866. updated info (details)
  867. working on upload script (details)
  868. working on release testpypi (details)
  869. modified warning for non-supported features (details)
  870. fixed linking to SpectralToolbox. Now it is done at first import (details)
  871. fixed issue in frozen distributions. v1.0.0b4 (details)
  872. fixed xml linking (details)
  873. fixed test_xml and test_scripts (details)
  874. fixed some settings for unit tests failing on kl-divergence due to fd (details)
  875. refactoring Examples for release (details)
  876. cleaning up before release (details)
  877. working on mirroring (details)
  878. after moving (details)
  879. working on public mirroring (details)
  880. working on public mirroring (details)
  881. added deprecated frozen denisties (details)
  882. working on mirror (details)
  883. workin on mirroring (details)
  884. fixed (maybe) base_density/base_distribution inconsistency (details)
  885. fixed (again maybe) base_density/base_distribution inconsistency (details)
  886. mirroring script ready (details)
  887. fixed readme (details)
  888. bitbucket-pipelines.yml created online with Bitbucket (details)
  889. bitbucket-pipelines.yml edited online with Bitbucket (details)
  890. bitbucket-pipelines.yml edited online with Bitbucket (details)
  891. bitbucket-pipelines.yml edited online with Bitbucket (details)
  892. bitbucket-pipelines.yml edited online with Bitbucket (details)
  893. bitbucket-pipelines.yml edited online with Bitbucket (details)
  894. bitbucket-pipelines.yml edited online with Bitbucket (details)
  895. bitbucket-pipelines.yml edited online with Bitbucket (details)
  896. bitbucket-pipelines.yml edited online with Bitbucket (details)
  897. bitbucket-pipelines.yml deleted online with Bitbucket (details)
  898. working on jenkins script (details)
  899. testing push with jenkins (details)
  900. updated jenkins script (details)
  901. fixing pip for long path.. not really needed for tests on bitbucket (details)
  902. jenkins... (details)
  903. jenkins... (details)
  904. jenkins... (details)
  905. jenkins... (details)
  906. jenkins... (details)
  907. jenkins... (details)
  908. jenkins... (details)
  909. jenkins... (details)
  910. jenkins... (details)
  911. jenkins... (details)
  912. jenkins... (details)
  913. Jenkins config: testing test_scripts (details)
  914. fixed logging of solving stats (details)
  915. Jenkins tests (details)
  916. Jenkins... (details)
  917. Jenkins... (details)
  918. Jenkins... (details)
  919. Jenkins... (details)
  920. Jenkins... (details)
  921. Jenkins... (details)
  922. Jenkins... (details)
  923. Jenkins... (details)
  924. Jenkins... (details)
  925. Jenkins: exit(1) if packages failed (details)
  926. removed cached dir (details)
  927. Jenkins... working on setup (details)
  928. jenkins.. (details)
  929. jenkins.. (details)
  930. jenkins... (details)
  931. jenkins... (details)
  932. jenkins testing all (details)
  933. updated email (details)
  934. removed e-mail contact (details)
  935. updated readme (details)
  936. updated readme (details)
  937. updated readme (details)
  938. reduce verbosity in tests (details)
  939. updated scripts and logging (details)
  940. fixed logging (details)
  941. removed MPI support for macys-Sierra (details)
  942. fixed log levels.. (details)
  943. fixed errors in grad_a_hess_x and grad_a_hess_x_log_det_grad_x (details)
  944. removed tests for grad_a_hess_x_log_det_grad_x. Filed issue #76 (details)
  945. updated parallelization and fixed failing test in test_kl_divergence (details)
  946. fixing test_kl_divergence (maybe) (details)
  947. turning MPI=True on Macys-Sierra (details)
  948. fixed linear map in IS kl_divergence (details)
  949. added jenkins tests for testpypi (details)
  950. modified linear2d test in order to make it more amenable for PushForward (details)
  951. simplified setup.py (standardized) (details)
  952. the user is now required to pre-install numpy (details)
  953. fixed jenkins script (details)
  954. removed hardvars (details)
  955. removed hardvars (details)
  956. removed pushforward kl_div tests (details)
  957. split serial and parallel tests (details)
  958. testing serial (details)
  959. added mpi option (details)
  960. fixed check on mpi in jenkins (details)
  961. added lag on mpi tests in order to accommodate for closing and opening (details)
  962. set unique random seed=1 (details)
  963. adding badges to the documentation (details)
  964. disabled MPI on sierra (details)
  965. relaxed check on l2 minimization tolerance (details)
  966. updated badges and upload code (details)
  967. lower tolerance on transportmap_distributions (details)
  968. fixed namespace and restored tolerance in transportmap_distributions (details)
  969. updating index (details)
  970. added verbose output for failed finite difference (details)
  971. added verbose output for failed finite difference (details)
  972. set integrated squared to linear for test_transportmap_distributions (details)
  973. extending readme (details)
  974. README.rst edited online with Bitbucket (details)
  975. README.rst edited online with Bitbucket (details)
The file was addedExamples/stocVol.py
Commit b38aec3bf0d6449e3f52cbe36929af3bdc16cdf6 by spantini
Done with implementation stochastic volatility with no hyper-parameters
The file was modifiedDocs/source/example-gumbel-1d.ipynb (diff)
The file was modifiedExamples/stocVol.py (diff)
The file was modifiedDocs/notebooks/example-gumbel-1d.ipynb (diff)
Commit 191339f17f33768b038b331f4137b3b4dbddf6ea by spantini
Stochastic volatility
The file was addedExamples/stochasticVolatility/stocVol.pyc
The file was addedExamples/stochasticVolatility/stochasticVol.pdf
The file was removedExamples/stocVol.py
The file was addedExamples/stochasticVolatility/stocVol.py
Commit 2636801f3e226de388e2195a8b24c436e849abfb by dabi
answers to Alessio comments
The file was addedExamples/stochasticVolatility/QA.txt
The file was modifiedExamples/stochasticVolatility/stocVol.py (diff)
The file was removedExamples/stochasticVolatility/stocVol.pyc
Commit eff1232c34223cba3512bce9ce373c03a3d4fcd3 by dabi
stoc vol works. TODO: implement diagnostics
The file was modifiedExamples/stochasticVolatility/stocVol.py (diff)
Commit 490758a608a5f7a356abf4247bde49028f198a47 by dabi
started with total order implementation
The file was modifiedTransportMaps/Functionals/LinearSpanApproximations.py (diff)
Commit 8092838e0f04778b919884a1da556fde9a541b59 by dabi
working on MixedOrder class.
The file was modifiedTransportMaps/Functionals/LinearSpanApproximations.py (diff)
Commit 4380fe7fb00e8ae0b7f0e3ee589066743754ec99 by dabi
working on mixed order
The file was modifiedTransportMaps/Functionals/LinearSpanApproximations.py (diff)
Commit 4c2c9ce8862c87e6d3cfcf57ac77e4501bf2bdb1 by dabi
working on MixedOrder
The file was modifiedTransportMaps/Functionals/LinearSpanApproximations.py (diff)
Commit 790e5ea2f505188592918df2ea31ca7467fb1287 by spantini
Added diagnostic routines
The file was modifiedDocs/notebooks/example-gumbel-1d.ipynb (diff)
The file was addedExamples/stochasticVolatility/testPlotConditionals.py
Commit 9f997158a769a4c1b1308c90ba7a6294e36d2b4c by dabi
merged into toolbox
The file was addedTransportMaps/Diagnostics/Plotting.py
The file was modifiedTransportMaps/__init__.py (diff)
The file was addedTransportMaps/Diagnostics/__init__.py
The file was modifiedExamples/stochasticVolatility/testPlotConditionals.py (diff)
Commit e0fe98ac329c70f2b9c7a9f757d090cf7f343d4c by dabi
working on stocVol example
The file was modifiedExamples/stochasticVolatility/stocVol.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
The file was modifiedExamples/stochasticVolatility/stocVol.py (diff)
Commit 12b105571438cc24146070e4b8b21d026aa2834c by dabi
added matplotlib dependency
The file was modifiedsetup.py (diff)
Commit 8554e9260be37d1aefb320872f057afb420fe75c by dabi
working on banana example
The file was modifiedDocs/conf3/conf.py (diff)
The file was modifiedDocs/conf2/conf.py (diff)
The file was modifiedDocs/source/example-banana-2d.ipynb (diff)
The file was removedDocs/source/example-banana-2d.rst
Commit 5713f072faade40fccac3253fbf0a5847a4ab281 by dabi
documenting banana
The file was modifiedDocs/source/example-banana-2d.ipynb (diff)
The file was modifiedDocs/source/example-banana-2d.ipynb (diff)
The file was modifiedDocs/source/example-gumbel-1d.ipynb (diff)
Commit a6dff5a80c29fb50fe3ccca5540ebf36b2068b77 by dabi
working on banana example
The file was modifiedDocs/source/example-gumbel-1d.ipynb (diff)
The file was modifiedDocs/source/example-banana-2d.ipynb (diff)
Commit b9c836d7edd19872c8aff5ecfbd9c10af0274f3a by dabi
banana example needs documentation regarding diagnostics
The file was modifiedDocs/source/example-banana-2d.ipynb (diff)
Commit fc0b9e34ddcb34a647adc01705f8bfed44a5f36b by dabi
added some diagnostics
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
The file was modifiedDocs/source/example-banana-2d.ipynb (diff)
Commit 5c6100fb6e0c31e5857970beadfffd4039efa6f4 by dabi
working on laplace_approximation function
The file was modifiedTransportMaps/Maps/FrozenTriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Routines.py (diff)
The file was modifiedTransportMaps/Densities/FrozenDensities.py (diff)
The file was modifiedTransportMaps/Routines.py (diff)
Commit e9a1ec3d671bc70075d5efa0c799f178f106a78c by dabi
working on optimizer
The file was addedTransportMaps/Optimization/__init__.py
The file was addedTransportMaps/Optimization/Optimizers.py
The file was modifiedTransportMaps/__init__.py (diff)
Commit f81f341fc73893698115fa0c34057f38d0ed0c3c by dabi
Laplace approx done. To be tested.
The file was modifiedTransportMaps/Routines.py (diff)
The file was modifiedTransportMaps/Densities/FrozenDensities.py (diff)
Commit b00ce8a28904f78b62bd4ba642820c7ab3a64f3e by dabi
working on FrozenGaussian with precision input
The file was modifiedTransportMaps/tests/test_densities.py (diff)
The file was modifiedTransportMaps/tests/test_all.py (diff)
The file was modifiedTransportMaps/Densities/FrozenDensities.py (diff)
Commit c50cd2cff5d92147c225063ba732ad9996e0d7a5 by dabi
tests passed for new version of GaussianDensity. TODO: add unittests
with precision matrix
The file was modifiedTransportMaps/Densities/FrozenDensities.py (diff)
Commit 3723602fecc386a51ded0e7d8261b998f606d084 by dabi
done precision tests
The file was modifiedTransportMaps/tests/test_densities.py (diff)
Commit 604de0807a8c28c2c7e6891fd65e7f239f060668 by dabi
laplace works. to finish tests
The file was modifiedTransportMaps/Routines.py (diff)
The file was modifiedTransportMaps/Densities/FrozenDensities.py (diff)
Commit d2bc98bb1288367939d675edce916efa06ecb6ef by dabi
laplace works. to finish tests
The file was addedTransportMaps/tests/test_laplace.py
Commit fd8e615dbdd277cce31a081a12a4ada3f37f8889 by dabi
laplace works. to finish tests
The file was modifiedTransportMaps/tests/test_laplace.py (diff)
The file was modifiedTransportMaps/tests/test_all.py (diff)
The file was modifiedTransportMaps/Routines.py (diff)
The file was modifiedTransportMaps/tests/test_laplace.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was addedExamples/stochasticVolatility/testOPt.py
The file was modifiedExamples/stochasticVolatility/testPlotConditionals.py (diff)
The file was modifiedTransportMaps/Optimization/Optimizers.py (diff)
Commit aa63e2f63c20f97401887ea07338897575e1acf7 by spantini
working on optimizer
The file was modifiedTransportMaps/__init__.py (diff)
The file was modifiedTransportMaps/Optimization/Optimizers.py (diff)
The file was modifiedExamples/stochasticVolatility/testOPt.py (diff)
The file was modifiedTransportMaps/Optimization/Optimizers.py (diff)
The file was modifiedExamples/stochasticVolatility/testOPt.py (diff)
The file was modifiedTransportMaps/Optimization/Optimizers.py (diff)
The file was modifiedDocs/source/summary.rst (diff)
Commit 6de43e1696c4305d04149908d362f8cec7fe80ba by dabi
added some docs on banana
The file was modifiedDocs/source/example-banana-2d.ipynb (diff)
Commit f48a233ca1b274f68d378c7b5cecc5be813d1a9f by dabi
added some logging in the Diagnostic module. To be added all over.
Completed direct examples. Todo: check plotAlignedConditionals in 1d and
accuracyIntegratedExponential seem to have little effect...
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
The file was modifiedDocs/source/example-gumbel-1d.ipynb (diff)
The file was modifiedDocs/source/example-beta-1d.ipynb (diff)
The file was modifiedDocs/source/api.rst (diff)
The file was modifiedDocs/source/example-banana-2d.ipynb (diff)
Commit 79b726ea228d2edbd4eda5a21e5aaad3ed40985c by spantini
newton_cglu_optimizer
The file was modifiedTransportMaps/Optimization/Optimizers.py (diff)
The file was modifiedExamples/stochasticVolatility/testOPt.py (diff)
Commit 1f0a397ceb5522ffcdf780b1039135d52f9e3907 by spantini
added function niceplot
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
Commit 86e045cbff774fc013b6eda387212791e092e91c by spantini
Added class TransportMap
The file was modifiedTransportMaps/Routines.py (diff)
The file was addedTransportMaps/Maps/TransportMapBase.py
The file was removedTransportMaps/Maps/TriangularTransportMapBase.py
The file was modifiedTransportMaps/Maps/__init__.py (diff)
The file was addedTransportMaps/Maps/TransportMaps.py
Commit d0a5a85caaa3497ba0f9abc3f7d60c6e4b767b6a by dabi
class TransportMap integrated
The file was modifiedTransportMaps/Maps/__init__.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was addedTransportMaps/Maps/TriangularTransportMapBase.py
The file was modifiedTransportMaps/Maps/__init__.py (diff)
The file was modifiedTransportMaps/Maps/TransportMaps.py (diff)
Commit dfb8c04b0d9aa69b6d29686ad12af5a49d1a6d42 by dabi
working on the CommonBase LinearSpan TM
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit 4511330597930d9ff2ded3aef4924b4687cc0cff by spantini
Removed duplicate pullback functions
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TransportMaps.py (diff)
Commit 959756b30a59bdb4422a486b965874ef0b471463 by dabi
working on CommonBase LinearSpan Map
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit 0531121135c319708da778b3e5e8cfdb5616c51d by spantini
linear transport map
The file was modifiedTransportMaps/Maps/TransportMaps.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
Commit 520904cae647d877060b3cda5995a8036c6599ac by spantini
fixed naming of TransportMaps
The file was removedTransportMaps/Maps/TransportMaps.py
The file was addedTransportMaps/Maps/FullTransportMaps.py
The file was modifiedTransportMaps/Maps/__init__.py (diff)
Commit 3c756c6de29a33b6124946cff3cda3104c806884 by dabi
working on CommonBase LinearSpan Map
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit 967cd23d2d5cab153acb3fcd9295aab484e8d69b by dabi
working on CommonBase LinearSpan Map
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit e28bd10e44cc5552a8403a9688825a1816452c80 by dabi
Done CommonBasis LinearSpan Map. Moving to
CommonBasisLinearSpanApproximation
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
Commit d1495c035f203951393c2b4327257f494f23ab43 by dabi
working on CommonBasisLinearSpanApproximation
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit c53a060a90c5500438c84d8771f394eddeeb359b by dabi
working on CommonBasisLinearSpanApproximation
The file was modifiedTransportMaps/Functionals/LinearSpanApproximations.py (diff)
The file was modifiedTransportMaps/Functionals/__init__.py (diff)
The file was addedTransportMaps/Functionals/LinearSpanApproximationBase.py
Commit 99e3fc2b49f3695543dedd6991481b0d659f39e9 by dabi
working on CommBase Map
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Functionals/__init__.py (diff)
Commit 30b9d0d2fcaaa42be49778076828af0687d47fc1 by dabi
moving function evaluation and gradients into LineaSpanAppoximation
class. These methods either take lists of uni-variate vandermode
matrices or the composed vandermonde matrix
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedTransportMaps/Functionals/LinearSpanApproximations.py (diff)
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
Commit 6340e322abb77b0a03965785bd232416aa6c72a7 by spantini
Done with linear map class. Now moving to unit test
The file was modifiedTransportMaps/Maps/FullTransportMaps.py (diff)
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
The file was modifiedTransportMaps/Densities/FrozenDensities.py (diff)
Commit 887075f6de4a70560d87243ddd1c930ccc0ec3e0 by dabi
in process of migrating functions from FullLinearSpan to LinearSpan with
multi_idx
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
The file was modifiedTransportMaps/Functionals/LinearSpanApproximations.py (diff)
Commit 6db25fa6647c696908dc5e1dfb62c370c83bbbd2 by dabi
moved most of the stuff to LinearSpan
The file was modifiedTransportMaps/Functionals/LinearSpanApproximations.py (diff)
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
Commit dff39e0d5c558e77ac55c2132d66ae118e7fc91f by dabi
moved most of the stuff to LinearSpan
The file was modifiedTransportMaps/Functionals/LinearSpanApproximations.py (diff)
Commit dfd9d24d6f52cf62527ae8e55d302ceba782ffb5 by dabi
LinearSpanApproximations ready. Move to TriangularTransportMap
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
The file was modifiedTransportMaps/Functionals/LinearSpanApproximations.py (diff)
The file was modifiedTransportMaps/Maps/FullTransportMaps.py (diff)
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
The file was modifiedDocs/UML/TransportMaps.dia (diff)
Commit 3735dc6f4f596aac53cd901da45cf4e4030080dd by spantini
Added plotAlignedSliceMap
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
Commit 1c7704013fbc8b37f36d5ee7dcb6c01b1cf6c7a8 by spantini
Added niceContour, plot2density and testBananaPullback
The file was modifiedTransportMaps/Maps/FullTransportMaps.py (diff)
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
Commit e7b8d9137ddd6c3ff4d63972548e6d3ee20cb19e by spantini
added testBananaPullback
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
The file was addedExamples/stochasticVolatility/testBananaPullback.py
Commit 02d801ce7ce5141a567ba338f7622844fa4f8e0d by dabi
fixed l2 regularization
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit 9ba5a462b19f7b7fb38617a32d01961b355a1c32 by dabi
rotated banana improved
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
The file was modifiedExamples/stochasticVolatility/testBananaPullback.py (diff)
Commit 5a9900787694895ace7a8584072cea3355fa0907 by dabi
working on #36. Done with Transport maps?
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
Commit 720045f67eba285d79587288164a6cbf64303742 by spantini
Banana example linear span
The file was modifiedExamples/stochasticVolatility/testBananaPullback.py (diff)
Commit 0dcfda0b9b58013315265286253f09735b16820a by dabi
some mods on the examples
The file was modifiedExamples/stochasticVolatility/testBananaPullback.py (diff)
The file was modifiedExamples/stochasticVolatility/stocVol.py (diff)
Commit 56dc941fc798be7503d12af96ec42acd9ba95b94 by dabi
#26 working on TM densities test cases
The file was addedTransportMaps/tests/test_transportmap_densities.py
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
Commit 0da21d7ebfc06192ff0f4a0c03943a34df19e78d by dabi
working on test cases
The file was modifiedTransportMaps/tests/test_transportmap_densities.py (diff)
Commit f0e3f692cb4f12c99d8ddf346a676418016b555a by dabi
working on test cases
The file was modifiedTransportMaps/tests/test_transportmap_densities.py (diff)
Commit d0b60823849934478e518b6f2cbae2bdd93b8992 by dabi
working on density test cases
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedTransportMaps/tests/test_transportmap_densities.py (diff)
Commit 218af74115445918ccbbf6c32a504c85f62d9492 by dabi
working on test cases for densities
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedTransportMaps/tests/test_transportmap_densities.py (diff)
Commit d2a0cb5211bc7ce5c05099ba8a31d55008bafd76 by dabi
working on dens test cases
The file was modifiedTransportMaps/tests/test_transportmap_densities.py (diff)
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
Commit 4601cf478cc75db6a169ccfe13c122cc98d112da by dabi
working on tests densities
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedTransportMaps/FiniteDifference.py (diff)
The file was modifiedTransportMaps/tests/test_transportmap_densities.py (diff)
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
Commit c7638a81681d3b9a00b1eee5f304b07d97b14f76 by dabi
transport map densities tests added. Still some problems on the linear
map tests (grad_a, hess_a unstable for high order)
The file was modifiedTransportMaps/tests/test_transportmap_densities.py (diff)
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
The file was modifiedTransportMaps/tests/test_all.py (diff)
Commit 2aba4b10c7fb3d451cc7b72fcf44ba35ad6109da by dabi
added tests for kl_divergence
The file was addedTransportMaps/tests/test_kl_divergence.py
The file was modifiedTransportMaps/tests/test_all.py (diff)
Commit 008cd3b457e71b423e55a4d9945e157e20f759a6 by dabi
removed old tests structure
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
Commit 4cf47c13c0dcf8e036820c1d90b03d75adf2622f by dabi
#26 fixed all unittests. TODO add test for LinearTransportMap (Alessio)
The file was modifiedTransportMaps/tests/test_transportmap_densities.py (diff)
The file was modifiedTransportMaps/tests/test_laplace.py (diff)
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
Commit d76592e7dcbd5ec9eadd78e0670080fba1f8f668 by dabi
updating UML graph and TransportMap classes
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedDocs/UML/TransportMaps.dia (diff)
Commit 31f3561e9804400e1e52867e3ca3d44a5fa5f5ea by dabi
Fixes #27: UML graph updated
The file was modifiedDocs/UML/TransportMaps.dia (diff)
Commit d054fa1f5313f986a26a3086c645650f6e035a40 by dabi
fixed import name for CommonBasisLinearSpanTriangularTransportMap
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit 013046fed211991a09760804214e008826c76cb1 by dabi
relaxed target eps in MC tests for density unittests
The file was modifiedTransportMaps/tests/test_densities.py (diff)
Commit 08195afdcc344c44a853e8cb788424fc99fbbd2a by dabi
Jenkins test develop script added
The file was addedtest_develop.sh
Commit 3d05898323d56752a734355a6139a9a66e454b6b by dabi
fixed test_develop chmod
The file was modifiedtest_develop.sh (diff)
Commit 4da76bcba28f318f604a891959678f04ea70a7f6 by dabi
#25 restructuring precomp strategy in order to enrich the precomp
dictionary. evaluate() in LinearApproximationBase.py is done
The file was modifiedTransportMaps/Functionals/LinearSpanApproximations.py (diff)
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
Commit 62b9178a9d92c41d269da30a61bf67bfac4153ca by dabi
#25 restructuring precomp strategy in order to enrich the precomp
dictionary. evaluate, grad_x, hess_x in LinearApproximationBase.py are
done
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
Commit bf7e600c81b22e7cc701df8aa9197e208669e0b1 by dabi
#25 restructuring precomp strategy in order to enrich the precomp
dictionary. evaluate, grad_x, hess_x in LinearApproximationBase.py are
done
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
Commit 42c4808d361e6d0f11d1f90edc8d3a03b354e98b by dabi
uni-variate preallocation works for linear system
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
Commit e1835ce5f03664937758f31e30e32dc9701f5c54 by dabi
working on TransportMapBase to allow both uni-variate and multi-variate
precomputation
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit 39d9f2bf39b8400aac36ec104fea01d2fc7d17f8 by dabi
working on TransportMapBase to allow both uni-variate and multi-variate
precomputation
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
Commit c92028959a9dd36c2ae0d16f251e7b7c3c4d6560 by dabi
#25 linear span transport maps with precomputation of uni-variate and
multi-variate Vandermonde done (with unittests). TODO: Start to work on
IntegratedExponential and CommonBasisLinearSpan.
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
Commit 2d92003d2a5a2e8e9895a79cfd7d2bcaaf3a365c by dabi
working on IntegratedExp approximation
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
Commit 6d54a9b698f32af41e1c1248ea4ea9e13e7a81b7 by dabi
working on IntegratedExp approximation
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
Commit 1a1dd9f25c499e797d0ffdeef87f111adac333c5 by dabi
working on IntegratedExp approximation
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
Commit fd8d1f3e1c0265938493a61402b34e973c5da7d9 by dabi
working on precomputation in integrated exponential. Some tests fail...
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
Commit 794de0d31de3b6dd2c9f30f5178abd79524f107e by dabi
#25 preomputation on integrated exponential works! Make comprehensive
tests for TM densities. Moving to CommonBasis classes
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
Commit 4f6d541a91925e40bede6fa449c2a6e41573c5d4 by dabi
fixed FrozenFunction precomp functions
The file was modifiedTransportMaps/Functionals/FrozenMonotonicFunctions.py (diff)
The file was modifiedTransportMaps/Functionals/ParametricFunctionApproximationBase.py (diff)
Commit e9010db3f34fb4fe6a802bcd7ee1ece188aeba4d by dabi
KLdivergence example with options
The file was modifiedExamples/KLdivergence.py (diff)
Commit 717c1eb463be09a6a58eecd2a3fc0670e864a2d3 by dabi
working on common basis
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit 90633857f8827d02b4eeee0add66a46f33530e1e by dabi
working on common basis
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit 439d462aa353167b50ba6ed93063b424e3e2fb41 by dabi
fixing common basis
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit f032bfa7e25992010dc474a3294b9f43279783de by dabi
CommonBasisLinearSpan ready. TODO: unittests
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
Commit 2c24b38081f300c23a3b0781eca72bfe6ed9fdf3 by dabi
making unittests for CommonBasisLinearSpan
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit ddc41de23972979d914dbfae5034a4b119e7b5a4 by dabi
fixed stoc Vol with constant term
The file was modifiedExamples/stochasticVolatility/stocVol.py (diff)
Commit 0736b86f4aecb925e4327d6b6d518c3d59ff0fb6 by dabi
CommonBasis LinearSpan works. Moving to IntegratedExponential
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
The file was modifiedTransportMaps/tests/test_transportmap_densities.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit e4d16a696985de31f3c956d9ff694b2f8a903922 by dabi
CommonBasisIntExp started. precomp_evaluate done
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit 577dad029ae56b6459fda21d01f200ff78aeaa5b by dabi
IntExpFunctionApproximation precomputation structure refactorization
started
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit 202219db129f95587dd8f3d44448ff62990e9a26 by dabi
refactored IntExpFuncApproximation
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit 9f57c9213ef20f2d92f5463a3b9211428c0b1695 by dabi
working on CommonBasis IntegExp
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit 3cf5b1981465641c236b2a2b54d0823171eb293c by dabi
CommonBasis IntegratedExponential works
The file was modifiedTransportMaps/tests/test_transportmap_densities.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
Commit 61d397cf712581339188eca5c14155c87c9b15b0 by dabi
KLdivergence example now uses CommonBasis implementation
The file was modifiedExamples/KLdivergence.py (diff)
The file was modifiedTransportMaps/tests/test_transportmap_densities.py (diff)
Commit 9b9997f222ebdf531a82ff899f1fc634d5bc552a by dabi
updated banana example with common basis
The file was modifiedDocs/source/example-banana-2d.ipynb (diff)
Commit 4bf84d8ce7f1cbe9ed2611e5ca7e3e6da9afbc68 by dabi
TotalOrder approximation added. Fix the integration into IntExp
approximation where the constant part must have order 0 wrt the last
dimension
The file was modifiedTransportMaps/Functionals/LinearSpanApproximations.py (diff)
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
Commit b754e376037374211a275f62ca6d242c233aa895 by dabi
Total order working on test_transportmaps. TODO: Add
test_transport_map_densities tests and try this out on experiments
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
The file was modifiedTransportMaps/Functionals/LinearSpanApproximations.py (diff)
Commit af6bffef5fef83b8b9829050c1406250151ca642 by dabi
Total Order unittests done
The file was modifiedTransportMaps/tests/test_transportmap_densities.py (diff)
Commit e0843b14fe07b953baa380d302041429b004213a by dabi
fixed CommonBasis precomputation, adding to_compute_flag
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedExamples/KLdivergence.py (diff)
Commit f330fd53e7d2fbac40a8e8394264ab0c7749786c by dabi
Fixes #1. Total order truncation implemented. Updated KLdivergence
example and fixed a bug on Issue #25.
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
Commit 6bce32d364e8169acc7a2566ce278d740087d93b by spantini
Added BOD model and ConditionedDiffusion folders
The file was addedExamples/BODmodel/testCase_BOD.jl
The file was modifiedExamples/stochasticVolatility/testBananaPullback.py (diff)
The file was addedExamples/conditionedDiffusion/condDiffusion.lyx
The file was addedExamples/BODmodel/test.py
The file was addedExamples/BODmodel/BODmodel.py
Commit 3e5fd7e2daa8d4ed080592234dadfadd8c85f81f by dabi
fixed conflict on testBananaPullback
The file was modifiedExamples/stochasticVolatility/testBananaPullback.py (diff)
The file was addedExamples/sparsity/KLcopy.py
The file was addedExamples/sparsity/mapSparsity.py
The file was addedExamples/sparsity/plotSamples.py
The file was addedExamples/sparsity/mapFromSamples.py
The file was addedExamples/sparsity/graph.py
Commit be5be7e1e17d462ec68d1424fe58c4c79827b735 by rebeccae.morrison
fixed bug on GaussianDensity rvs
The file was modifiedTransportMaps/Densities/FrozenDensities.py (diff)
Commit 6295a8f4a55a9308355e9f5b457895da07392325 by dabi
fixed bug on GaussianDensity rvs
The file was modifiedTransportMaps/Densities/FrozenDensities.py (diff)
Commit fb3b4e2a7331f62fdd0ce1bc3e87f13b3f8ada89 by dabi
working on stochastic volatility example
The file was modifiedExamples/stochasticVolatility/stocVol.py (diff)
Commit 803b1c1948a759e531ee0c9d16498938475b7514 by spantini
Added joint BOD model
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
The file was modifiedExamples/BODmodel/BODmodel.py (diff)
The file was modifiedExamples/BODmodel/test.py (diff)
Commit 7f951aece010dc5e3f4d2614c3f612bca2dc5cb3 by dabi
reshaping StochasticVolatility example
The file was addedExamples/stochasticVolatility/StochasticVolatility.py
The file was removedExamples/stochasticVolatility/stocVol.py
The file was modifiedExamples/stochasticVolatility/StochasticVolatility.py (diff)
The file was modifiedExamples/BODmodel/BODmodel.py (diff)
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
Commit 03941fc891c8077c7d74a40c300aa8cd581b0219 by dabi
Stochastic volatility issuing command changed
The file was modifiedExamples/stochasticVolatility/StochasticVolatility.py (diff)
The file was modifiedExamples/BODmodel/BODmodel.py (diff)
Commit 888b9b07889e5f8205976162416b92f07aeb2e8b by dabi
#31 started optional vectorization of expectations in
PushForwardTransportMapDensity.minimize_kl_divergence
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
Commit d96d42c655aa9f8176e207cfcf0adf34a4578fd2 by spantini
Notes composition map Stoc Vol
The file was modifiedExamples/stochasticVolatility/stochasticVol.pdf (diff)
The file was removedExamples/stochasticVolatility/QA.txt
The file was removedExamples/stochasticVolatility/testBananaPullback.py
The file was removedExamples/stochasticVolatility/testPlotConditionals.py
The file was removedExamples/stochasticVolatility/testOPt.py
The file was addedExamples/stochasticVolatility/StochasticVolatilityComposition.py
The file was addedExamples/banana/testBananaPullback.py
Commit 462a54fdea25cd6a2d677679b268ed51ea8dc503 by dabi
starting with stoc vol composition
The file was addedExamples/stochasticVolatility/StochasticVolatilityDensities.py
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityComposition.py (diff)
Commit 88fdb83f79ae4231027c37723519cfd5ac7cca07 by dabi
split map generation from StochasticVolatility files
The file was modifiedExamples/stochasticVolatility/StochasticVolatility.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityDensities.py (diff)
The file was addedExamples/stochasticVolatility/MapGeneration.py
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityComposition.py (diff)
Commit 579f3152088f7c8d29ff002b9eaa65ef831023c8 by spantini
Added gradients composition
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityDensities.py (diff)
The file was modifiedExamples/conditionedDiffusion/condDiffusion.lyx (diff)
Commit c7a069f6cd5a243e7294422d15b3181252e9a35f by spantini
Added gradients composition
The file was modifiedExamples/stochasticVolatility/stochasticVol.pdf (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityDensities.py (diff)
Commit d66440e8f482f6d21bf2478740c67ce0b24a3133 by spantini
Added Markov Component Stoc Vol
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityDensities.py (diff)
Commit 697fdae2b71bc453cb8edecadbdb1382519fc884 by dabi
stoc vol composition almost there....
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityComposition.py (diff)
The file was addedExamples/stochasticVolatility/FiniteDifferenceDiagnostics.py
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
The file was modifiedTransportMaps/Maps/FullTransportMaps.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityDensities.py (diff)
Commit 9660395e5890413999c9368317b7e2bb05bcf11b by dabi
stoc vol composition runs. TODO: compose all the maps
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityDensities.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityComposition.py (diff)
Commit 7a7db83e56eb2496fe110de04d3d731892d642dc by dabi
working on lifting and overall pullback
The file was modifiedExamples/stochasticVolatility/MapGeneration.py (diff)
Commit 6d62a3c1f630e76d3569694a2d1f435d261bf7ec by dabi
stochastic volatility composition works!!!
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
The file was modifiedExamples/stochasticVolatility/MapGeneration.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityComposition.py (diff)
Commit e854dcf09d22c05c7df5069076460077dd4234e8 by dabi
refactoring the vectorization in several routines... to be finished.
TODO: allow the evaluation to be done in batches.
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
The file was modifiedTransportMaps/Routines.py (diff)
Commit a21eb966f04262bd51c9f0b1e64c8cadd5b86b11 by dabi
#31 refactoring to allow computations in batches
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Routines.py (diff)
Commit 91493b856bfc93fde2084e944b410a51d27e61fa by dabi
refactored everything to execute in batches defined by a list (iterable)
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
The file was modifiedTransportMaps/Routines.py (diff)
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedTransportMaps/Functionals/ParametricFunctionApproximationBase.py (diff)
The file was modifiedTransportMaps/Functionals/FunctionBase.py (diff)
Commit 642f54d457226a3b21a424c3689b308de0c020dd by dabi
new implementation works on old unit tests
The file was modifiedTransportMaps/Functionals/FrozenMonotonicFunctions.py (diff)
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
The file was modifiedTransportMaps/Maps/FrozenTriangularTransportMaps.py (diff)
Commit 07b4c928376ef3b4fc8d64fc64c86c8ab2380935 by dabi
current implementation works on unittests and KLdivergence example test
cases with batched vectorization
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Routines.py (diff)
The file was modifiedExamples/KLdivergence.py (diff)
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
Commit 45c17bb4a2d1b76cf278f580190ca988f6d4a334 by dabi
setting up BOD model for higher dimension...
The file was removedExamples/BODmodel/BODmodel.py
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityDensities.py (diff)
The file was addedExamples/BODmodel/BODDensities.py
The file was addedExamples/BODmodel/MapGeneration.py
The file was addedExamples/BODmodel/BOD.py
Commit 0a7c0c82aeb5173b47c6b711483ff9847955a019 by dabi
Opens #20. Added logging capabilities in the minimize_kl_divergence
functions
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedExamples/KLdivergence.py (diff)
Commit 7096282950d9fcba6f97057ecf9520cc0fc07fdb by dabi
working on BOD higher order
The file was modifiedExamples/BODmodel/BOD.py (diff)
The file was modifiedExamples/BODmodel/BODDensities.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatility.py (diff)
The file was modifiedExamples/BODmodel/BOD.py (diff)
The file was modifiedExamples/BODmodel/MapGeneration.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit f8861a5a9da3cd39e00358cc0a88519b254b022b by dabi
working on KL divergence arctan function
The file was modifiedExamples/BODmodel/BOD.py (diff)
The file was modifiedExamples/KLdivergence.py (diff)
Commit 5f8c4a20724c9d8c4124ed9ade619854ee46ffa4 by dabi
cleaned KL divergence file
The file was modifiedExamples/KLdivergence.py (diff)
The file was modifiedExamples/BODmodel/BOD.py (diff)
Commit 072d0d859d50b3537914e3bebb7139a7b58a5ba2 by dabi
re-organized predefined densities
The file was modifiedTransportMaps/tests/TestFunctions.py (diff)
The file was modifiedTransportMaps/Densities/FrozenDensities.py (diff)
Commit 219b957fcea58ca47d1bcc36e1dbf463d3824b42 by dabi
added corresponding changes also in the LinearTransportMap class
The file was modifiedTransportMaps/Maps/FullTransportMaps.py (diff)
Commit 0f9e7bda28a67ff1403f21ef6378ba204915408f by dabi
working on the tilted banana
The file was modifiedExamples/banana/testBananaPullback.py (diff)
Commit 88cb2f45de122154f8429640255301d0c444f3d6 by dabi
updating LinearTransportMap
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/FullTransportMaps.py (diff)
Commit 09dcdc30609576e141129660bd245d0abd2be21b by dabi
updating LinearTransportMap
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedExamples/banana/testBananaPullback.py (diff)
Commit d8692fe01090a8db70ae2b4fb5f995914b63f3a4 by dabi
added default classes for Isotropic transport maps
The file was modifiedTransportMaps/__init__.py (diff)
Commit 2ae44572ab949d323e359ca92fb73e8b85c9b86d by dabi
added default classes for Isotropic transport maps
The file was addedTransportMaps/Defaults.py
Commit 0a78865b5e31b94b3a2cec9a7b2af7f3b0e01ab0 by dabi
using default functions all over
The file was modifiedExamples/BODmodel/BOD.py (diff)
The file was removedExamples/BODmodel/MapGeneration.py
The file was removedExamples/banana/testBananaPullback.py
The file was modifiedExamples/KLdivergence.py (diff)
The file was addedExamples/banana/Banana.py
Commit 65843f949e9ff266490443c6f17ffe872faa4eef by dabi
working on rotated banana
The file was modifiedExamples/banana/Banana.py (diff)
Commit 3816ac2b9be9550f023e1fd9966ab37fb3a0c05c by dabi
#35 working on cached evaluations low-level
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
Commit 026cbc297872d7d70ddf6f145f7e1892920bbb60 by dabi
#35 low-level caching for function evaluation implemented. TODO: check
that it does what we want...
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
Commit 0cb018a41d79739c9f646506ed01bf20086a4956 by dabi
removed some all-equal statements
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
Commit a23dbd3e811959c2f3ad09974cc06f26f85bc7ae by dabi
changed handling of indices
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
Commit 40f78e51f17b6ff1f2e2f7b3ef5aafc44566a39f by dabi
caching low level partial_xd done
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
Commit a81d0b456618cda770883698c3fd7e104a3d52ca by dabi
changed array_equal withing function evaluation with a same_coeffs_flag
which is broadcasted top down
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedTransportMaps/Functionals/ParametricFunctionApproximationBase.py (diff)
The file was modifiedTransportMaps/Functionals/FunctionBase.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Functionals/FrozenMonotonicFunctions.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
Commit 3a452ca153ac09262eaf2523a9a2ad960fa02914 by dabi
fixed FrozenTriangularTransportMaps
The file was modifiedTransportMaps/Maps/FrozenTriangularTransportMaps.py (diff)
Commit af9f7f58f341e7ae7525ca1f5ddecdfefc312332 by spantini
Gradients conditional diffusion
The file was addedExamples/conditionedDiffusion/conditionalDiffusion.pdf
The file was addedExamples/conditionedDiffusion/condDiffusion.py
The file was addedExamples/conditionedDiffusion/condDiffusionDensities.py
The file was removedExamples/conditionedDiffusion/condDiffusion.lyx
Commit 0814a91b4c21f265bfdef914232becf908e6c277 by dabi
working on conditioned diffusion script. fixed inputs to StocVol
The file was modifiedExamples/stochasticVolatility/StochasticVolatility.py (diff)
The file was modifiedExamples/conditionedDiffusion/condDiffusion.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityDensities.py (diff)
Commit b703ad2e36de94a103ade151bb71f45f7fd9d64d by dabi
conditioned diffusion running script ready
The file was removedExamples/conditionedDiffusion/condDiffusion.py
The file was addedExamples/conditionedDiffusion/ConditionedDiffusion.py
The file was modifiedExamples/stochasticVolatility/StochasticVolatility.py (diff)
Commit a4fd33a0d35743e2616ce032bee49661023543bc by dabi
using default TransportMap generation all over the place
The file was modifiedExamples/KLdivergence.py (diff)
The file was removedExamples/stochasticVolatility/MapGeneration.py
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatility.py (diff)
Commit 04bf537c7ace1d67454be1d74083815db9924fc3 by spantini
Implemented gradients Markov Component Cond Diff
The file was modifiedExamples/conditionedDiffusion/condDiffusionDensities.py (diff)
Commit 5a0be9de1899e9eed9426de8bcc519df00524883 by dabi
working on fixing stochastic volatility components. TODO: Fix the
LinearTransportMap to make it accept the same_coeffs_flag argument
The file was addedExamples/stochasticVolatility/MapGeneration.py
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityComposition.py (diff)
Commit 776bb3dbe326a1df51f6be76161212c4fb15a4c2 by dabi
fixed full transport map with extra same_coeffs_flag
The file was modifiedTransportMaps/Maps/FullTransportMaps.py (diff)
Commit 07fe0ded8b21a048e50abc7707d2e4aeda77f414 by spantini
Debugging Hessian CondDiff
The file was modifiedExamples/conditionedDiffusion/condDiffusionDensities.py (diff)
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion.py (diff)
Commit 5011a90b59f692f30848b700d2bfc4e123cb8748 by spantini
Fixed gradient Markov Component Conditioned Diffusion
The file was modifiedExamples/conditionedDiffusion/condDiffusionDensities.py (diff)
Commit b0732946546a74e4c123746a89eb21ac47feb10c by spantini
Added composition maps for conditione diffusion
The file was addedExamples/conditionedDiffusion/ConditionedDiffusionComposition.py
Commit b4298e900ac1b9af9816162850df540c4733cb07 by dabi
working on conditioned diffusion
The file was modifiedExamples/conditionedDiffusion/condDiffusionDensities.py (diff)
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusionComposition.py (diff)
Commit 658717818666f198831296a9a06979d0d2b16be9 by dabi
FullTransportMap does not need to redefine pullback and pushforward
functions
The file was modifiedTransportMaps/Maps/FullTransportMaps.py (diff)
Commit 56c63a1240994935d8be21f3d97c3e0f3b6f9653 by dabi
cond diffusion works. better parametrization is needed (RBF?)
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusionComposition.py (diff)
The file was modifiedExamples/conditionedDiffusion/condDiffusionDensities.py (diff)
Commit e8c9f50ba06295a1d407ef6b7a542883809704f2 by rebeccae.morrison
can recover precision matrix in 3d
The file was modifiedExamples/sparsity/plotSamples.py (diff)
The file was addedExamples/sparsity/mfs2d.py
The file was addedExamples/sparsity/mfs3d.py
The file was modifiedExamples/sparsity/mapFromSamples.py (diff)
Commit 098598b7d15cae28b4d2f327be162aa2ee93bf55 by dabi
updating UML diagram
The file was modifiedDocs/UML/TransportMaps.dia (diff)
Commit 0c6cbd21410fea3d03dc45f86f6bf9e592eb5c50 by rebeccae.morrison
map from samples now has a couple more distributions to sample from
The file was modifiedExamples/sparsity/plotSamples.py (diff)
The file was modifiedExamples/sparsity/mapFromSamples.py (diff)
Commit 467f0f33a7863973d4975ede7de0d90ff118c8a7 by rebeccae.morrison
mapFromSamples also plots histograms of pullback against original
samples
The file was modifiedExamples/sparsity/mapFromSamples.py (diff)
Commit 3c1591ea8860eb5d679acd4fb40942a54d9e54a2 by dabi
removed "TranportMaps." tag from index
The file was modifiedDocs/conf3/conf.py (diff)
The file was modifiedDocs/conf2/conf.py (diff)
The file was modifiedExamples/sparsity/mapFromSamples.py (diff)
Commit a4229cd02e6629c3ca2a078e25e95637fe00d9d9 by rebeccae.morrison
histogram plots a bit nicer
The file was modifiedExamples/sparsity/mapFromSamples.py (diff)
Commit cdc0dcb29bb24e00a81471e860b9d002d143a442 by dabi
working on using RBF in banana example
The file was modifiedTransportMaps/Defaults.py (diff)
The file was addedExamples/banana/MapGeneration.py
The file was modifiedExamples/banana/Banana.py (diff)
Commit 65dc2b309ea0d81f5186f8dc66aa66bf5891f42c by dabi
preparing for high-level caching. Restructured precomp structure
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
Commit e4700d8ba190b00bb401c04961deef42227137df by dabi
high-level caching is done. TODO: check it is doing what is required to
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
Commit f417a4f7802f02aa176adf6624d1d31e15e45455 by dabi
the high-level caching and the computation in batches/parallel need to
be combined.
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
Commit 83bb9cda4d100844a844fe8f979ad277142df46f by rebeccae.morrison
mfs looking good, need support map still
The file was modifiedExamples/sparsity/mapFromSamples.py (diff)
Commit 45fda6c02c4f5ecf4c312af7b287e27c624c19c4 by dabi
updated interface min_kl_div in TransportMapBase
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
Commit 75d266f958f0a8b95fb84d64623c46d4b58d44fd by dabi
removed low-level caching. added high-level caching. TODO: check that
high-level caching works and then introduce low-level caching in the
same fashion
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
Commit 13568ea669e1363d4da0da400bcf5526205b6a10 by dabi
added test case for high-level caching. change idxs_list to idxs_slice
everywhere and define idxs_list only where needed (for the integrated
exponential) TODO: debug the test and test on a real problem
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
The file was modifiedTransportMaps/Functionals/ParametricFunctionApproximationBase.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Functionals/FunctionBase.py (diff)
The file was modifiedTransportMaps/Maps/FullTransportMaps.py (diff)
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
Commit 915efd33a4d4ddbb436ef50bc21b1fba38b17385 by dabi
test cases work. try it out on examples and then test performaces on BOD
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
The file was modifiedTransportMaps/Functionals/FunctionBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
The file was modifiedTransportMaps/Maps/FullTransportMaps.py (diff)
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Functionals/ParametricFunctionApproximationBase.py (diff)
The file was modifiedTransportMaps/Routines.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit aa26f552ab08711b52e19885f86a1e068e3e1557 by dabi
works on examples kldivergence. Check that caching is actually used
The file was modifiedExamples/KLdivergence.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit bbcb1f5459d6e89022315799432163278b2c31d8 by dabi
#35 high-level caching successful. TODO: profile on the BOD example.
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
Commit 77cd0f56c677c435a6f5c1eb30e2fa235ad45b08 by dabi
turned pushforward to exp(log_pushforward)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
Commit f833a52aa5965e2322a0257c34b0f01274745207 by dabi
experimenting on the banana example
The file was modifiedExamples/banana/Banana.py (diff)
The file was modifiedExamples/banana/MapGeneration.py (diff)
Commit 4705fc75b8ed380d3b36526794fb105bf871ef27 by dabi
fixed bug in TransportMapBase
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
Commit cc007d9a9d1bc47cf0dd23f0bf60e3f7e47c765b by dabi
removed flag vectorize. batch_size determines whether vectorize or not
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Routines.py (diff)
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
Commit 24e24a4fe62ace616b700ee0a967401b552d23aa by dabi
updated examples without vectorize flags
The file was modifiedExamples/KLdivergence.py (diff)
The file was modifiedExamples/BODmodel/BOD.py (diff)
The file was modifiedExamples/banana/Banana.py (diff)
Commit 97163eda6aea63ef2751d9bab22382d1314c3a8f by dabi
fixed kl_divergence routines with batches. list -> slice
The file was modifiedTransportMaps/Routines.py (diff)
Commit 88149b42b920fdb1e8aac6852cb95f638f7b36b7 by dabi
working on low-level caching
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit 7f27c4cdf1147794dd355dcd36710fe594c35dfc by dabi
working on low-level caching
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
Commit f5f31be61c1dbca479816363507c54848e3258f5 by dabi
low-level caching works on test cases
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
Commit 45c382eae1cd7aaa5f5c1ab07898f303970252b1 by dabi
trying to improve the hess computation
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
Commit df2d609638866654eafe51e9bbdc7a51d7331401 by dabi
alternative solution
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
Commit 2be3bd6d87a7c30b888d142a9d543642a9e5e31b by dabi
added grad_a_squared with precomputed VVT
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
Commit 05a9659767de8a424c9e3eb684d5a26d85f59ea4 by dabi
removed same_coeffs_flag and added caching for partial_xd
The file was modifiedTransportMaps/Functionals/FunctionBase.py (diff)
The file was modifiedTransportMaps/Maps/FullTransportMaps.py (diff)
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedTransportMaps/Functionals/ParametricFunctionApproximationBase.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
Commit f6c17d17c5ca759cca4b0cc91d1b2a640f119e69 by dabi
working on the banana
The file was modifiedExamples/BODmodel/BOD.py (diff)
The file was modifiedExamples/banana/MapGeneration.py (diff)
The file was modifiedExamples/banana/Banana.py (diff)
The file was modifiedTransportMaps/Densities/FrozenDensities.py (diff)
Commit 39627b0c92f2666874fc5b2b1e6fbb4429be0177 by dabi
reverted to grad_a instead of grad_a_squared
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
Commit f2c59f444859e1a5d8bd6f5958517241c5e643c5 by dabi
polishing hess_a in IntegExp
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
Commit e0b6cf5dcc3b4ac2b8931670f6e82e219b589154 by dabi
polishing hessian little by little
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
Commit dae1922801e4823a87cd949f8c2da20ff641c869 by rebeccae.morrison
mfsSandia includes transform
The file was modifiedExamples/sparsity/mapFromSamples.py (diff)
The file was modifiedExamples/sparsity/plotSamples.py (diff)
The file was addedExamples/sparsity/mfsSandia.py
Commit 57a56a4ea748c2c4e3fcb4068157e56260960e94 by dabi
some improvements in hess_a_log_pullback
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedExamples/banana/Banana.py (diff)
Commit cada4115403e10c0d65cda3b21e7a7f8fb74f528 by dabi
fixed import to numpy.linalg
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
Commit 23753968b0aa2476fecfb80a8afda9cf71fc5bdf by dabi
fixed hessian with regularization
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
Commit f0ad40a41d7acaeb6ec903f9626d5e3aca00e5e2 by dabi
adding missing files to conditioned diffusion
The file was addedExamples/conditionedDiffusion/MapGeneration.py
The file was addedExamples/conditionedDiffusion/FiniteDifferenceDiagnostics.py
Commit 1c9363d64b40d9193d606dd74526901314d2d74b by dabi
working on stoch diff
The file was modifiedExamples/conditionedDiffusion/MapGeneration.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusionComposition.py (diff)
Commit 22628e3a30338760c7128f706614710aa31f2ec8 by dabi
working on conditioned diffusion
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedExamples/banana/MapGeneration.py (diff)
The file was modifiedExamples/banana/Banana.py (diff)
The file was modifiedExamples/conditionedDiffusion/MapGeneration.py (diff)
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusionComposition.py (diff)
Commit 266c356fd5cb31b7a0714937e98dde95cc78181f by dabi
improving visualization in conditioned diffusion
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusionComposition.py (diff)
Commit d92e4a52aa5f5a26dd9aaa59d2bb468beab063a4 by dabi
plot in place conditioned diffusion
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusionComposition.py (diff)
Commit c84a48813d4f0749aed16d60c79fa3ae2bb719bf by dabi
working on value at risk problem
The file was addedExamples/RareEvents/ValueAtRisk/test_delta_gamma.py
Commit 304f5c65c4f466e0ca0aff1e41b39b91c3201911 by dabi
working on the banana
The file was modifiedExamples/banana/Banana.py (diff)
The file was modifiedExamples/BODmodel/BOD.py (diff)
The file was modifiedTransportMaps/Densities/FrozenDensities.py (diff)
The file was modifiedExamples/banana/MapGeneration.py (diff)
The file was modifiedExamples/banana/Banana.py (diff)
Commit 036fa6f707588d5fa4122643505f229f16a767c3 by dabi
adding missing files to conditioned diffusion
The file was addedExamples/conditionedDiffusion/FiniteDifferenceDiagnostics.py
The file was addedExamples/conditionedDiffusion/MapGeneration.py
Commit 1c8dd4a26bb695fb334d594d2048408fbc21fc01 by dabi
working on stoch diff
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedExamples/conditionedDiffusion/MapGeneration.py (diff)
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusionComposition.py (diff)
Commit 4fe05f71e61787b589bd7b0e432aa3ecb93206b4 by dabi
working on conditioned diffusion
The file was modifiedExamples/conditionedDiffusion/MapGeneration.py (diff)
The file was modifiedExamples/banana/Banana.py (diff)
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusionComposition.py (diff)
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedExamples/banana/MapGeneration.py (diff)
Commit 84b67a62c70b6f942d92a75d7ae60c2e23184c53 by dabi
improving visualization in conditioned diffusion
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusionComposition.py (diff)
Commit c08fd18840c8862fd588fe49e80d3fa69ebe023f by dabi
plot in place conditioned diffusion
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusionComposition.py (diff)
Commit a3c7144f0e40fb043ae75a4430f05234710f732f by dabi
working on value at risk problem
The file was addedExamples/RareEvents/ValueAtRisk/test_delta_gamma.py
Commit b4519f9aad397ecff855c01948665519e54d2f15 by dabi
remove rare events
The file was removedExamples/RareEvents/ValueAtRisk/test_delta_gamma.py
Commit c5a1f0e78932be9795d4691256329bfb59a8c8d9 by rebeccae.morrison
starting the sparsity algorithm
The file was addedExamples/sparsity/algorithm.py
Commit 258574816001fabad479c57e1934982ffaf16a37 by rebeccae.morrison
sandia samples: now asks whether right or left-tailed
The file was modifiedExamples/sparsity/algorithm.py (diff)
The file was modifiedExamples/sparsity/plotSamples.py (diff)
The file was modifiedExamples/sparsity/mfsSandia.py (diff)
The file was modifiedExamples/sparsity/mapFromSamples.py (diff)
Commit a0f559a57e99e72f2df884cbd081c1e597fcbf98 by rebeccae.morrison
plot samples includes 1d analytic form
The file was modifiedExamples/sparsity/plotSamples.py (diff)
Commit c20ecc4d4cc11f21da9011164e66352af65f7bb2 by rebeccae.morrison
sandia1d computes analytical pdf and kl between that and computed
The file was addedExamples/sparsity/mfsSandia1d.py
Commit 0d697edefc3bde91b2d4eafbcb248766d47dd8a1 by rebeccae.morrison
kl div in 1d needs approximation help
The file was modifiedExamples/sparsity/plotSamples.py (diff)
The file was modifiedExamples/sparsity/mfsSandia1d.py (diff)
Commit adc4245b9c2fdfbfd753eff687769bf61d131d85 by rebeccae.morrison
pullback density in progress
The file was modifiedExamples/sparsity/mfsSandia1d.py (diff)
The file was modifiedExamples/sparsity/mfsSandia1d.py (diff)
Commit 019e45dcfd4abb7519b74f732cb36090d75215f9 by rebeccae.morrison
trying MSE ? instead of KL
The file was modifiedExamples/sparsity/mfsSandia1d.py (diff)
Commit d6b99b0aef0b366ad8b79f9fbaddef8d167bd2d8 by rebeccae.morrison
mse computation in development
The file was addedExamples/sparsity/mfs-mse.py
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
Commit 99253b7e9088a8c039d09122733ed82e38162fb9 by dabi
added derivative checks tests for pushforward transport map densities.
Just to figure out which pieces are missing and which are not
The file was modifiedTransportMaps/tests/test_transportmap_densities.py (diff)
Commit 6d7bbfbf209ff8af437dcc1dffb60943cd68fcf2 by dabi
building up example for inverse construction
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
The file was modifiedTransportMaps/tests/test_transportmap_densities.py (diff)
The file was addedExamples/KLdivergence-InverseMap-DirectConstruction.py
The file was modifiedTransportMaps/tests/TestFunctions.py (diff)
Commit 95fd469441fd5e4ade0e55aa4dc9eec051057aa5 by rebeccae.morrison
set up kl using TM density
The file was modifiedExamples/sparsity/mfs-mse.py (diff)
Commit 9d415b89433c6e99cc27c5eab4aad2dc192ad433 by dabi
examples work derivative free
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedTransportMaps/tests/TestFunctions.py (diff)
The file was modifiedExamples/KLdivergence-InverseMap-DirectConstruction.py (diff)
Commit 8b538ccc59b3ad49b2dc395f473dc1a8437252fe by dabi
creating inverse gradients
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
Commit 3b93e09069a9eea27ceadde34b8eb9e53358ab7f by dabi
working on gradient
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedExamples/sparsity/mfs-mse.py (diff)
Commit 0fa1e747e69ad373e7c5f7560971730511bdd173 by dabi
gradient inverse map works
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
Commit 5119317c62f161051c27f4ed4cfc0f065b216ffc by dabi
implemented gradient. to be checked with tests and stochastic volatility
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
The file was modifiedTransportMaps/tests/test_transportmap_densities.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
Commit 922aa2183e53bedf13fc2f604ec3678c698aeb3a by dabi
grad_a_log_pushforward passes the unit test. Check signs and fix
documentation...
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
Commit 61d15481f83ddc312efc317491de01c74513ac8b by dabi
grad_a_log_pushforward passes the unit test. Check signs and fix
documentation...
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
Commit 91c447abd410be41ec9674458f3ec7954a19c26d by dabi
unit tests passed. Remove precomputation in minimization in order to
solve the kl-div problems
The file was modifiedExamples/KLdivergence-InverseMap-DirectConstruction.py (diff)
The file was modifiedTransportMaps/tests/test_transportmap_densities.py (diff)
Commit 8794e2359ffa2b217b430304fa3ba13cccae74f7 by dabi
inverse solution works. todo: profile to see whether some computations
could be saved
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was removedExamples/sparsity/mfs-mse.py
The file was addedExamples/sparsity/mfs-kl.py
The file was modifiedExamples/sparsity/mapFromSamples.py (diff)
The file was addedExamples/sparsity/plotKLdiv.py
The file was addedExamples/sparsity/ExtraDensities.py
The file was addedExamples/sparsity/mfs-kl-tests.py
Commit f31b4e4712ac9f44361aed4154377ee1b8699206 by dabi
working on banana example
The file was modifiedExamples/KLdivergence-InverseMap-DirectConstruction.py (diff)
Commit 29c2df56d53ac48cf6e738aa62329e242696491f by dabi
 added no-plot option
The file was modifiedExamples/KLdivergence.py (diff)
The file was modifiedExamples/KLdivergence-InverseMap-DirectConstruction.py (diff)
Commit ce3de52310a1c14fecb3f495e119a6535c32418e by dabi
Open #19: written test functions for map from samples. The problem has
not been splitted as yet. ArcTan and Banana test cases don't work yet
from samples. Changed default, in order to have automatic construction
of linear map with IntegratedExponential
The file was modifiedTransportMaps/tests/TestFunctions.py (diff)
The file was addedExamples/KLdivergence-InverseMap-InverseConstruction.py
The file was modifiedTransportMaps/Densities/FrozenDensities.py (diff)
The file was modifiedTransportMaps/Maps/FullTransportMaps.py (diff)
The file was modifiedTransportMaps/Defaults.py (diff)
Commit a98d4e6a03736f6db201b2581379fc6090d0fadc by dabi
maps from samples tests work fine
The file was modifiedTransportMaps/tests/TestFunctions.py (diff)
The file was modifiedTransportMaps/Densities/FrozenDensities.py (diff)
Commit 5e34d5f7bd58ea944589f499dc41ccf0c6cfb1ea by dabi
working on composite and inverse transport maps, in order to do
compositions unrelated to densities
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedExamples/KLdivergence-InverseMap-DirectConstruction.py (diff)
The file was modifiedTransportMaps/Densities/FrozenDensities.py (diff)
The file was modifiedTransportMaps/tests/TestFunctions.py (diff)
The file was modifiedTransportMaps/Maps/FrozenTriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
The file was modifiedDocs/UML/TransportMaps.dia (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit 4b38fceea9ca94d3a059a6df524fcab15fc72001 by dabi
working on the missing composition functions
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
Commit 0048ddf64333093ddce75a1469f81dcf4094d0af by dabi
adding missing functions
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
Commit 87581c6ffa85fff2e4c80e55a48ff5739f27b094 by dabi
added grad_x and hess_x functions to Composite maps.
The file was modifiedDocs/UML/TransportMaps.dia (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit 9872bf0f1624c930bc02cce43e644e7d0e80ee75 by dabi
working on the banana example. transform the target to the pushforward
of the standarad normal, as by definition
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedDocs/UML/TransportMaps.dia (diff)
The file was modifiedTransportMaps/tests/TestFunctions.py (diff)
The file was modifiedTransportMaps/Maps/FullTransportMaps.py (diff)
The file was modifiedTransportMaps/Maps/FrozenTriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
Commit dec56dfd7e5596899d0a7a275494c1afb8dcf8f5 by dabi
adding necessary inverse functions for pushforward
The file was modifiedTransportMaps/tests/TestFunctions.py (diff)
The file was modifiedTransportMaps/Maps/FullTransportMaps.py (diff)
The file was modifiedTransportMaps/Maps/FrozenTriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
Commit 3dd886395fa55dcd8804fb89dae44b3bb47df769 by dabi
fixing banana with composition of maps
The file was modifiedExamples/KLdivergence.py (diff)
The file was modifiedTransportMaps/Maps/FullTransportMaps.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
Commit 622d7b23fb2f22fa2e9ef5e0df2323dadbcaec00 by dabi
updated UML diagram
The file was modifiedDocs/UML/TransportMaps.dia (diff)
Commit 1a64a6835afc9285caab4046f642e867dcc440ed by dabi
banana example works with composite densities
The file was modifiedTransportMaps/Densities/FrozenDensities.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/tests/TestFunctions.py (diff)
Commit c33447f8625e40783270a9947131b2d3ed10537d by rebeccae.morrison
mfs tests has laplace, needs reorg
The file was modifiedExamples/sparsity/ExtraDensities.py (diff)
The file was modifiedExamples/sparsity/algorithm.py (diff)
The file was modifiedExamples/sparsity/plotKLdiv.py (diff)
The file was modifiedExamples/sparsity/mfs-kl-tests.py (diff)
Commit eb51c39597582ea895d459c3d29f8e78026a97a3 by dabi
test cases using randomly generated coefficients work
The file was modifiedExamples/KLdivergence-InverseMap-DirectConstruction.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
Commit 037cf3867e19ef2800733359bce3bff5ca62b2df by dabi
started with direct construction of the inverse sv transport. Added
sparsity functionality in the default map building
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityComposition.py (diff)
The file was addedExamples/stochasticVolatility/StochasticVolatilityInverse.py
The file was modifiedTransportMaps/Defaults.py (diff)
Commit 0e687d30cd67e45e222522dc281bcfc026392606 by dabi
added default also for linear span approximations
The file was modifiedTransportMaps/Defaults.py (diff)
Commit f34ddd9877afde6ba405e6bc9948e5233e3a2e2c by dabi
working on sv inverse transport
The file was addedExamples/stochasticVolatility/StochasticVolatility-DirectMap-Composition.py
The file was removedExamples/stochasticVolatility/StochasticVolatilityInverse.py
The file was addedExamples/stochasticVolatility/StochasticVolatility-InverseMap-DirectConstruction.py
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was removedExamples/stochasticVolatility/StochasticVolatilityComposition.py
Commit cdf08008bd2009279f7eea0e121b7e571992fb4b by dabi
woring on stoc vol
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Defaults.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedExamples/KLdivergence-InverseMap-InverseConstruction.py (diff)
The file was modifiedExamples/KLdivergence-InverseMap-DirectConstruction.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-InverseMap-DirectConstruction.py (diff)
Commit 5370e875a6d6f59a0c43327e71432d1c2b5442e6 by dabi
working on cond diffustion
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusionComposition.py (diff)
The file was modifiedExamples/conditionedDiffusion/MapGeneration.py (diff)
The file was modifiedExamples/conditionedDiffusion/condDiffusionDensities.py (diff)
The file was modifiedTransportMaps/Defaults.py (diff)
Commit b7157a180cadf0b61e53df8b87725685c4fb73e3 by dabi
small changes in defaluts
The file was modifiedTransportMaps/Defaults.py (diff)
Commit d7054f8843e6ce7035ac7aa60d2e13ff4c933d10 by dabi
Default option poly and rbf
The file was modifiedTransportMaps/Defaults.py (diff)
Commit 77036d90db36ad16ba537b6e945ad52de8bfbc49 by dabi
added rbf/poly option to cond diffusion
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusionComposition.py (diff)
Commit 3a9ee07d3ad9aefeb6feb97cdcf094311f255bcf by dabi
working on storage and reload of computed maps
The file was removedExamples/conditionedDiffusion/ConditionedDiffusionComposition.py
The file was modifiedExamples/conditionedDiffusion/MapGeneration.py (diff)
The file was addedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Construction.py
Commit 4f2268435e0425f7a818b2cd77fb57c1ba45f12c by dabi
construction and postprocessing scripts for conditioned diffusion are
ready
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Construction.py (diff)
The file was addedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Postprocess.py
Commit 56413da6b74b2e2f9781712639d5c85b95dd5366 by dabi
fixed random conditionals plotting problem
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
Commit 0e8b4ce3d8bc1d13dd1241193c7e0f6f4a5030ad by dabi
storage (using dill) and post processing of conditioned diffusion
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Construction.py (diff)
The file was modifiedsetup.py (diff)
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Postprocess.py (diff)
The file was removedExamples/conditionedDiffusion/condDiffusionDensities.py
The file was addedExamples/conditionedDiffusion/ConditionedDiffusionDensities.py
Commit c42a113a8e579abbc4d5aeeea117494bd4407209 by rebeccae.morrison
test numbers 1-4 in extra densities
The file was modifiedExamples/sparsity/ExtraDensities.py (diff)
The file was modifiedExamples/sparsity/mfs-kl-tests.py (diff)
The file was modifiedExamples/sparsity/plotKLdiv.py (diff)
Commit d33aa379c2acc0d09d9aaf8b1a6902f88f221db8 by dabi
working on plotting of conditioned diffusion
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Postprocess.py (diff)
Commit eb4dac80da5fc0b7ce2f0a70de82cfada717ee75 by dabi
fixed bug in plotAlignedConditionals
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Postprocess.py (diff)
Commit d2da614f389f2fba7035ed66e0ae652261e90c5f by dabi
forcing full span when rbf is chosen in default constructors
The file was modifiedTransportMaps/Defaults.py (diff)
Commit d11601478a491b4036c203b2a4687765098185b1 by dabi
condiff: fixed input span to
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Construction.py (diff)
Commit 9df64a301c0376da53fa4420668bb65d7f15be71 by dabi
testing higher order for cond diff
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Construction.py (diff)
Commit 4ed3941ece849fbcaa732cab608f9e7af1860bdb by dabi
fixed problem in aligned map plotting
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
Commit a34e0a93f45681a2a3316afe1a33f1c7ddb87d91 by dabi
started with parallelization of diagnostics
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
Commit 8dcadabf97bb0ec35e2d4a3411721757f0f274d2 by dabi
parallelization of the diagnostics
The file was modifiedsetup.py (diff)
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Postprocess.py (diff)
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
Commit 1aa1ddccbb806d4cc915cb3dfec8ad966388336e by dabi
cond diff: adaptation
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Construction.py (diff)
The file was addedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Adapted.py
The file was modifiedTransportMaps/Diagnostics/__init__.py (diff)
Commit 76a479df86ddb4b7128de2d4784c067261cb1c8f by dabi
cond diff: adaptation works
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Adapted.py (diff)
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Postprocess.py (diff)
Commit b7d89fa0fb518a689c3ea33280729f9cd71b2581 by dabi
parallelization works for aligned conditionals
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
Commit 7b92cf8d8167897e043cb59c93d4363a3ab962b3 by dabi
working on cond diff example and figures
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Adapted.py (diff)
The file was modifiedExamples/sparsity/mfs-kl.py (diff)
The file was modifiedExamples/sparsity/mfsSandia1d.py (diff)
The file was modifiedExamples/sparsity/plotKLdiv.py (diff)
The file was modifiedExamples/sparsity/ExtraDensities.py (diff)
The file was modifiedExamples/sparsity/mapFromSamples.py (diff)
The file was modifiedExamples/sparsity/mfs-kl-tests.py (diff)
The file was modifiedExamples/sparsity/algorithm.py (diff)
Commit 0ffd82840b9f194dc8660425d4a7fb02d74ce85d by dabi
plotting diagnostic parallelized with mpi_map v1.0.3
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
Commit 455e4e65d0b9a72d0f1866f5d7ae5f6e9298a7bf by dabi
updated conditioned diffusion postprocessing files
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Postprocess.py (diff)
Commit 648982e97e03d06907ae188b356497cb57ccebcf by dabi
added variance based diagnostic
The file was addedTransportMaps/Diagnostics/Routines.py
Commit 464269852bcf29048fbbdb85a9869bc58117c923 by dabi
allow for restart in cond diff example
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Adapted.py (diff)
Commit 6e8b7a753b9064b5adf207f6d09bbc97f48e3427 by dabi
working on restarting of cond diff
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Adapted.py (diff)
Commit 4f41df3a1003e65475a643998b4e6782c0a095e5 by dabi
plotting diagnostic now stack all the evaluation points together in
order for the parallelization to be general and apply to cases where we
have few plots but with many points
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
Commit 58dab51667c189707e6e802b7f686d412e2811f4 by dabi
added nprocs in adapted composition cond diff
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Adapted.py (diff)
Commit ddd07779cea6b6707925ae554610c662af9bd097 by dabi
fixed bug in slice map plotting
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
Commit 0b1f2bfdbf4f1bc642edba2ce49c7a801312b5ba by dabi
cond diff with restart works
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Adapted.py (diff)
Commit eb07b1f932b574627050c668d568a0cf27151048 by dabi
fixed problem in inverse which would cause loss of precision. cond diff
restart fixed
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Postprocess.py (diff)
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Adapted.py (diff)
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
Commit 064b17162a82bddd0be5ddd2800abd5b68809ff8 by dabi
started with the parallelization of variance_approx_kl. Changes are
needed in mpi_map
The file was modifiedTransportMaps/Diagnostics/Routines.py (diff)
Commit 3eea7d712205b1888cc3001d9c88a13eca702619 by dabi
added Weibull density to the available test distributions
The file was modifiedTransportMaps/tests/test_densities.py (diff)
The file was modifiedTransportMaps/Densities/FrozenDensities.py (diff)
Commit 2b652f40276b449f0bba581e8b26dc752caf3624 by rebeccae.morrison
moved all pc_density analytical stuff to ExtraDensities
The file was modifiedExamples/sparsity/mfs-kl.py (diff)
The file was modifiedExamples/sparsity/plotKLdiv.py (diff)
The file was modifiedExamples/sparsity/mapFromSamples.py (diff)
The file was modifiedExamples/sparsity/mfsSandia1d.py (diff)
The file was modifiedExamples/KLdivergence.py (diff)
The file was modifiedExamples/sparsity/ExtraDensities.py (diff)
Commit 9e087a6bc1aade2715b2f2631b5bc64b7d5a1627 by dabi
started with issue #41. made a sketch c++ module
The file was addedExamples/CPP-Module/Xun-module/README.rst
The file was addedExamples/CPP-Module/Xun-module/setup.py
The file was addedExamples/CPP-Module/Xun-module/xun.ini.in
The file was addedExamples/CPP-Module/Xun-module/src/xun.cpp
The file was addedExamples/CPP-Module/Xun-module/src/array_utils.cpp
The file was addedExamples/CPP-Module/Xun-module/COPYING
The file was addedExamples/CPP-Module/Xun-module/src/array_utils.hpp
The file was addedExamples/CPP-Module/Xun-module/COPYING.LESSER
The file was addedExamples/CPP-Module/Xun-module/MANIFEST.in
Commit 2825353ed27da6f8570607e3ea659c66fe0d6e40 by dabi
handling arrays Numpy/C done
The file was modifiedExamples/CPP-Module/Xun-module/src/xun.cpp (diff)
The file was modifiedExamples/CPP-Module/Xun-module/setup.py (diff)
Commit 5ac7a7d4e1f6bfbf4ceb76108d406b1754867163 by dabi
started with weird sampler
The file was modifiedExamples/CPP-Module/Xun-module/src/xun.cpp (diff)
The file was addedExamples/CPP-Module/Xun-module/tests/test.py
The file was modifiedExamples/CPP-Module/Xun-module/tests/test.py (diff)
The file was modifiedExamples/CPP-Module/Xun-module/src/xun.cpp (diff)
The file was modifiedExamples/CPP-Module/Xun-module/setup.py (diff)
Commit bcc37967699b111d02450570e32746553e694f41 by dabi
working on construction from samples
The file was addedExamples/CPP-Module/KLdivergence-InverseMap-InverseConstruction.py
Commit bcb9700d5a1534e31c948225d5e0efeaac790dec by dabi
working on Laplace for cond diff
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
The file was modifiedExamples/conditionedDiffusion/MapGeneration.py (diff)
The file was addedExamples/conditionedDiffusion/ConditionedDiffusion-Laplace.py
Commit ea7fdf671b2b76dc168fb9b9dc8552c1a9ddf03a by dabi
working on plots cond diff
The file was addedExamples/conditionedDiffusion/ConditionedDiffusion-Laplace-Postprocessing.py
The file was modifiedExamples/conditionedDiffusion/MapGeneration.py (diff)
The file was addedExamples/conditionedDiffusion/ConditionedDiffusion-Preprocessing.py
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Adapted.py (diff)
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Construction.py (diff)
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Postprocess.py (diff)
Commit 1069d4bb79e2a73ee4b3de663358995525c988af by dabi
some plotting progresses
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Postprocess.py (diff)
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Laplace-Postprocessing.py (diff)
The file was modifiedsetup.py (diff)
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
Commit d302870fc9edce80b3d7d2dd9015b346b0cc10be by dabi
example for xun ready. Todo: document it..
The file was modifiedExamples/CPP-Module/KLdivergence-InverseMap-InverseConstruction.py (diff)
Commit 78e3d4c3a4edb67ba1efb9cc6c5f12a3faf0d344 by dabi
added readme to the CPP-module example
The file was removedExamples/CPP-Module/Xun-module/tests/test.py
The file was addedExamples/CPP-Module/xun/src/array_utils.hpp
The file was removedExamples/CPP-Module/Xun-module/MANIFEST.in
The file was removedExamples/CPP-Module/Xun-module/src/xun.cpp
The file was addedExamples/CPP-Module/xun/COPYING.LESSER
The file was removedExamples/CPP-Module/Xun-module/src/array_utils.cpp
The file was removedExamples/CPP-Module/Xun-module/xun.ini.in
The file was addedExamples/CPP-Module/README.txt
The file was addedExamples/CPP-Module/xun/MANIFEST.in
The file was removedExamples/CPP-Module/Xun-module/setup.py
The file was addedExamples/CPP-Module/xun/xun.ini.in
The file was addedExamples/CPP-Module/xun/setup.py
The file was addedExamples/CPP-Module/xun/COPYING
The file was addedExamples/CPP-Module/xun/README.rst
The file was removedExamples/CPP-Module/Xun-module/README.rst
The file was addedExamples/CPP-Module/xun/src/xun.cpp
The file was removedExamples/CPP-Module/Xun-module/src/array_utils.hpp
The file was removedExamples/CPP-Module/Xun-module/COPYING
The file was addedExamples/CPP-Module/xun/tests/test.py
The file was removedExamples/CPP-Module/Xun-module/COPYING.LESSER
The file was addedExamples/CPP-Module/xun/src/array_utils.cpp
Commit e8dace9974cf1ebf9a6976ac74d622796cbb694f by dabi
removed unnecessary files
The file was removedExamples/CPP-Module/xun/src/array_utils.cpp
The file was removedExamples/CPP-Module/xun/src/array_utils.hpp
Commit 902019fba7e3f6d0b0156022f87bca8e59827fef by dabi
prepared figures for YMM presentation
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Laplace-Postprocessing.py (diff)
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Adapted.py (diff)
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Laplace.py (diff)
The file was addedExamples/conditionedDiffusion/ConditionedDiffusion-PlotData.py
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Postprocess.py (diff)
The file was addedExamples/conditionedDiffusion/ConditionedDiffusion-DataGeneration.py
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusionDensities.py (diff)
Commit c0b971e44818acdd61416237f562154aed545e35 by dabi
working on the direct approximation of the Weibull distribution
The file was modifiedTransportMaps/tests/TestFunctions.py (diff)
The file was modifiedExamples/KLdivergence.py (diff)
Commit 83bf12d49b330c66132678af4fcb57359a1fff88 by rebeccae.morrison
log_pdf in extra doesn't work with algorithm, but algorithm is running
yay
The file was modifiedExamples/sparsity/ExtraDensities.py (diff)
The file was modifiedExamples/sparsity/algorithm.py (diff)
Commit c2a4f8030dded6c93ae7734841eebcd8549e54d6 by dabi
working on map composition direct transport
The file was modifiedTransportMaps/tests/TestFunctions.py (diff)
The file was modifiedExamples/KLdivergence.py (diff)
Commit 44609138be341bab7ce2b8d78e34ea06f33d712b by dabi
Weibull works. Added asymptotic behavior on the Logistic.
The file was modifiedTransportMaps/Densities/FrozenDensities.py (diff)
The file was modifiedExamples/KLdivergence-InverseMap-DirectConstruction.py (diff)
The file was modifiedTransportMaps/tests/TestFunctions.py (diff)
The file was modifiedExamples/KLdivergence-InverseMap-InverseConstruction.py (diff)
The file was modifiedExamples/KLdivergence.py (diff)
Commit 6ce8fdf39adfdf215aac35b2c2fc8c6650e9ba52 by dabi
starting with stochastic volatility
The file was addedExamples/stochasticVolatility/StochasticVolatility-DirectTransport-Composition.py
The file was removedExamples/stochasticVolatility/StochasticVolatility.py
The file was addedExamples/stochasticVolatility/StochasticVolatility-DirectTransport-Full.py
The file was removedExamples/stochasticVolatility/StochasticVolatilityComposition.py
Commit b381d04d2cf7251cff3a7bd6e3e9e832778f94a0 by dabi
working on step by step construction
The file was addedExamples/KLdivergence-InverseMap-DirectConstruction-ByStep.py
The file was modifiedExamples/sparsity/algorithm.py (diff)
The file was addedExamples/stochasticVolatility/StochasticVolatility-DirectMap-DirectConstruction.py
The file was addedExamples/stochasticVolatility/StochasticVolatility-DirectMap-Composition.py
The file was removedExamples/stochasticVolatility/StochasticVolatility-DirectTransport-Composition.py
The file was removedExamples/stochasticVolatility/StochasticVolatility-DirectTransport-Full.py
Commit 6f51b38e0ed9dc573a6ba7f2f21cf40a1d7ca521 by dabi
moving in the dark for Logistic and Banana examples...
The file was modifiedTransportMaps/tests/TestFunctions.py (diff)
The file was modifiedExamples/KLdivergence-InverseMap-DirectConstruction.py (diff)
Commit 73052f4b40babad1a258b360d473dfd7590b6fc0 by dabi
added installation tips in the documentation
The file was modifiedREADME.rst (diff)
The file was modifiedDocs/source/install.rst (diff)
Commit 9c621a0a585a3a3820123ba7cae7160a4a4745de by dabi
reorganizing example file organization
The file was addedExamples/stochasticVolatility/StochasticVolatility-DataGeneration.py
The file was addedExamples/stochasticVolatility/StochasticVolatility-Laplace.py
Commit ccc8988050c92ee768b60e822081268391f3c587 by dabi
fixed bug due to new version of SciPy rootfinding routine. tolerances
relaxed
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
Commit bf5f5939e06bd5b540b84a81b93a959e68704f0a by dabi
rewriting the density
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-DataGeneration.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityDensities.py (diff)
Commit 0d42601dcb8a7f1e8e372d303a140414bfd1afd0 by dabi
sv density and data generation ready
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-DataGeneration.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityDensities.py (diff)
The file was addedExamples/stochasticVolatility/StochasticVolatility-Laplace-Postprocess.py
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Laplace.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-Laplace.py (diff)
Commit 594e2878518e8c9c0da47f63c8f2a2a5a6254b16 by dabi
sv: composition of maps done, with postprocess
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Postprocess.py (diff)
The file was modifiedExamples/stochasticVolatility/MapGeneration.py (diff)
The file was removedExamples/stochasticVolatility/StochasticVolatility-DirectMap-Composition.py
The file was addedExamples/stochasticVolatility/StochasticVolatility-DirectMap-Composition-Adapted.py
The file was modifiedExamples/conditionedDiffusion/MapGeneration.py (diff)
Commit c9696b474d1b28a7184decb20e73bced643a4369 by dabi
sv: direct map done
The file was addedExamples/stochasticVolatility/StochasticVolatility-DirectMap-Composition-Postprocess.py
The file was removedExamples/stochasticVolatility/StochasticVolatility.py
The file was addedExamples/stochasticVolatility/StochasticVolatility-DirectMap-Construction.py
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-DirectMap-Composition-Adapted.py (diff)
Commit 901b0b752e79c72d0f35d15978a7bf2d28cd1a1c by dabi
direct map in low dimension
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-DirectMap-Construction.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-DirectMap-Composition-Postprocess.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-Laplace-Postprocess.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-InverseMap-DirectConstruction.py (diff)
The file was addedExamples/stochasticVolatility/StochasticVolatility-DirectMap-Postprocess.py
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-DataGeneration.py (diff)
Commit ef971b01acf771a86b877c5d3c6f54b58aa76624 by dabi
sv: inverse map construction
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-InverseMap-DirectConstruction.py (diff)
Commit 5c2a9044d227f9b6873897a5bfef66053150884a by rebeccae.morrison
algorithm working, with unnormalized data
The file was modifiedExamples/sparsity/algorithm.py (diff)
Commit 0a2c14830c631192b3eac0dab82b201d4f98a92b by rebeccae.morrison
normalizing data, in progress
The file was modifiedExamples/sparsity/algorithm.py (diff)
Commit 9fbd30d84c2cbc1c6e3497aa407b1aac2e77f207 by dabi
sv working on the inverse map
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-InverseMap-DirectConstruction.py (diff)
Commit c7250cd2d682d1670f257f63f9c6f47b87097466 by rebeccae.morrison
algorithm with renormalized data
The file was modifiedExamples/sparsity/algorithm.py (diff)
Commit 7f7bdbad565a09e873fa1d7161a2dc9c0c2a892f by dabi
working on sv inverse
The file was addedExamples/stochasticVolatility/StochasticVolatility-Regression.py
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was addedExamples/stochasticVolatility/StochasticVolatility-InverseMap-Postprocess.py
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-InverseMap-DirectConstruction.py (diff)
Commit 26b90e72cede0daace814c184ba3994e6770301b by dabi
added grad check on minimiziation. working on sv inverse...
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/__init__.py (diff)
The file was modifiedTransportMaps/tests/TestFunctions.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-InverseMap-DirectConstruction.py (diff)
Commit 18876d5562ff2ba6010268e2fc605f25defbf282 by dabi
fixed bug on grad_a_inverse pushforward...
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
Commit 340163b00fa970fac2a399f0514f28d0d0edeb34 by dabi
sv inverse map preconditioned throught laplace pullback
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-InverseMap-DirectConstruction.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-InverseMap-Postprocess.py (diff)
Commit 87b0f334cc976fb381bd076e6f541c86f390a945 by dabi
preparing dataset for Shwab
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Postprocess.py (diff)
The file was addedExamples/conditionedDiffusion/ConditionedDiffusion-TrimProblem.py
The file was modifiedExamples/sparsity/algorithm.py (diff)
Commit 24dfce3e2235cd4ed8467ff31c44c1e6fa64f0ce by dabi
updated jenkins links
The file was modifiedREADME.rst (diff)
Commit 933de8ffd9f578bc5689a8f328bcf720c0244d3f by dabi
reversed to v1.0.0 for initial releases
The file was modifiedTransportMaps/_version.py (diff)
Commit 37cf0ef731a67b92fd2421a475e7d62992d0dee9 by dabi
data loading script for Robert done
The file was addedExamples/stochasticVolatility/DataLoading.py
Commit 26fe91c54d982d909f2bb6eeca42bad26d2efcd7 by dabi
data loading for Robert works
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was removedExamples/stochasticVolatility/DataLoading.py
The file was addedExamples/conditionedDiffusion/DataLoading.py
Commit a33e7f2b5493c55e99500cbb6813ccfc466f0e84 by dabi
Added example with only the material for Shwab
The file was addedExamples/QMC_Shwab/MapGeneration.py
The file was modifiedTransportMaps/Densities/__init__.py (diff)
The file was addedExamples/QMC_Shwab/data/TestCase-d60.dill
The file was addedExamples/QMC_Shwab/ConditionedDiffusionDensities.py
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusionDensities.py (diff)
The file was addedExamples/QMC_Shwab/DataLoading.py
The file was modifiedExamples/conditionedDiffusion/DataLoading.py (diff)
The file was modifiedTransportMaps/Diagnostics/__init__.py (diff)
The file was addedExamples/QMC_Shwab/data/TestCase-d15.dill
The file was addedExamples/QMC_Shwab/README.txt
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-PlotData.py (diff)
The file was modifiedTransportMaps/__init__.py (diff)
The file was modifiedTransportMaps/Optimization/__init__.py (diff)
The file was addedExamples/QMC_Shwab/conditionalDiffusion_forRobert.pdf
The file was modifiedTransportMaps/Functionals/__init__.py (diff)
The file was addedExamples/QMC_Shwab/TestDataLoading.py
Commit bb1f724e236d9632b570acccfa29674467a85c36 by dabi
added test pullback for shwab material
The file was modifiedExamples/QMC_Shwab/TestDataLoading.py (diff)
Commit f5fb07f6746ff9bbe2c48cd2b5e0ddf4a93b268f by rebeccae.morrison
mc study of map parameters
The file was addedExamples/sparsity/mc_sparsity.py
The file was modifiedExamples/sparsity/mfs-kl-tests.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-InverseMap-Postprocess.py (diff)
Commit db6eb79cf454b5313c0c2d332b14ad48f835ebd7 by dabi
sv: inverse map preconditioned with diagonal Laplace
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-InverseMap-DirectConstruction.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-InverseMap-Postprocess.py (diff)
Commit ea7e280e736ae6fb88b46a6bf7e048d8c889463d by dabi
debugging memory leak
The file was modifiedExamples/sparsity/mfs-kl-tests.py (diff)
Commit 6de4b17e1a295f5a4e82aabfef3c095ccf18c550 by dabi
added if conditions around logging outputs
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
Commit 04d826c0f5199d6d5451ef93b9fac93cbe630ec5 by dabi
partially solved memory leak. There is still an issue with precomputed
values not garbage collected inside the kl_divergence function
The file was modifiedExamples/sparsity/mfs-kl-tests.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
Commit 08e50ed0ecd2f5b71866a4696c529a6d5d82e780 by spantini
New stoc vol with hyperparameters doc
The file was addedExamples/stochasticVolatility/stochasticVolHyper.lyx
Commit 62e6449a72a891158d57ac6b11429c3761ef600a by dabi
fixing memory leak
The file was modifiedExamples/sparsity/mfs-kl-tests.py (diff)
Commit c18f28b8ad68d2b8a6c042bb4a8756c9aac95d4d by spantini
Done with the derivation of the  Stoc Vol model  with Hyper-params
The file was modifiedExamples/stochasticVolatility/stochasticVolHyper.lyx (diff)
Commit 46c98bc9768c23e6c41e53acd518629cf13c8f41 by dabi
cleaned msf_kl_test file
The file was modifiedTransportMaps/Routines.py (diff)
The file was modifiedExamples/sparsity/mfs-kl-tests.py (diff)
The file was modifiedExamples/sparsity/mc_sparsity.py (diff)
The file was addedExamples/sparsity/pp_sparsity.py
Commit 16cd2d906851599551f6f514ff059e72f4b8a305 by dabi
diagnostics are now parallelized
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
The file was modifiedTransportMaps/Diagnostics/Routines.py (diff)
The file was modifiedExamples/conditionedDiffusion/ConditionedDiffusion-Composition-Postprocess.py (diff)
Commit 65c4726df326a59cd9d612bc51aec6905beaf9c7 by dabi
#45 added default constructors to examples. TODO: fix Gumbel
The file was modifiedDocs/source/example-gumbel-1d.ipynb (diff)
The file was modifiedDocs/source/example-banana-2d.ipynb (diff)
The file was modifiedDocs/source/example-beta-1d.ipynb (diff)
The file was modifiedDocs/source/example-gumbel-1d.ipynb (diff)
Commit 209458dc55cd1d31a20a9a6b18d6ea50858f0f61 by dabi
finished with default constructors examples
The file was modifiedDocs/source/example-gumbel-1d.ipynb (diff)
Commit 980cf15bfe07a1d78783b93a486ab7db70050ea3 by rebeccae.morrison
post proc for mc study has S and Omega matrix and element-wise norms
The file was modifiedExamples/sparsity/pp_sparsity.py (diff)
Commit 58285599e669c68bda5ffabb75e1890123a22560 by spantini
Implementing gradients Stoc Vol with Hyper-parameters
The file was addedExamples/stochasticVolatility/StocVolHyperDensities.py
The file was modifiedExamples/stochasticVolatility/stochasticVolHyper.lyx (diff)
The file was addedExamples/stochasticVolatility/stochasticVolHyper.pdf
Commit 6ef82800051d9efb73ac852abf5d79e4955b93fb by dabi
caching passes unit tests. TODO: test on example and check speedup
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
Commit 53f9c2360cf204dcde85930748cf64e5fd8738bf by dabi
added time tracking for examples
The file was modifiedExamples/KLdivergence-InverseMap-DirectConstruction.py (diff)
Commit 7b7cf9bab2559c15db20bea559d931e4d4e81ee4 by dabi
working on examples
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedExamples/KLdivergence-InverseMap-DirectConstruction.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit b15c2d9ca41ac97788f7c70940eab1f7204bc5f2 by dabi
added timing in all the examples
The file was modifiedExamples/KLdivergence-InverseMap-InverseConstruction.py (diff)
The file was modifiedExamples/KLdivergence.py (diff)
Commit 0689034a9c18787b38b4dfe0707f9314dfadc2ba by dabi
taking top-down approach. started with kl_divergence functions in
Routines.py
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
The file was addedTransportMaps/Misc.py
The file was modifiedTransportMaps/__init__.py (diff)
The file was modifiedTransportMaps/Diagnostics/Routines.py (diff)
The file was modifiedTransportMaps/Routines.py (diff)
Commit e740555524e18e2a9703f8e829ada37a7574f228 by rebeccae.morrison
variable elimination added but has bug, need to find cliques in matrix
The file was modifiedExamples/sparsity/algorithm.py (diff)
The file was addedExamples/sparsity/GaussianGraphs.py
Commit b3d46ded9fc545ecd62f041d3fd6d3c2ca13ac86 by dabi
applied changes to all functions in Routines.py. TODO: think about the
batching and caching
The file was modifiedTransportMaps/Routines.py (diff)
The file was modifiedTransportMaps/Diagnostics/Routines.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-InverseMap-Postprocess.py (diff)
The file was modifiedTransportMaps/Misc.py (diff)
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
The file was modifiedExamples/sparsity/algorithm.py (diff)
The file was modifiedExamples/sparsity/GaussianGraphs.py (diff)
Commit 7d81f20076029f263273c24a88c9971de671265a by dabi
designed a way to make chacing and batching work while parallelizing the
code. To be implemented
The file was modifiedTransportMaps/Densities/DensityBase.py (diff)
The file was modifiedTransportMaps/Misc.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was addedTransportMaps/ObjectBase.py
The file was modifiedTransportMaps/__init__.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Functionals/FunctionBase.py (diff)
Commit 9b718494c81678b0ef216abe85e39b8e4f7b7f33 by dabi
working on parallel structures
The file was modifiedTransportMaps/Routines.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Misc.py (diff)
The file was modifiedTransportMaps/ObjectBase.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
Commit eacf991a0cf2d19011cca7837acdb7847cc6dbe3 by dabi
parallelization of kl_divergence done... maybe.
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Misc.py (diff)
The file was modifiedTransportMaps/Routines.py (diff)
Commit 29a1857838ae7c21560f529d4bbdac9fc0d14ecc by dabi
working on parallel batching...
The file was modifiedTransportMaps/Routines.py (diff)
The file was modifiedTransportMaps/Misc.py (diff)
The file was modifiedTransportMaps/ObjectBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit a6a10186e5de26c6e29fea934fbc0fb8cdf5f9e7 by dabi
working on parallel-batching...
The file was modifiedTransportMaps/ObjectBase.py (diff)
The file was modifiedTransportMaps/Densities/FrozenDensities.py (diff)
The file was modifiedTransportMaps/Densities/ParametricDensityBase.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Densities/DensityBase.py (diff)
The file was modifiedTransportMaps/Misc.py (diff)
The file was modifiedTransportMaps/Routines.py (diff)
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
Commit e0074bb166b4f6f7769e40d891658d5ff594981f by dabi
MPI implementation to be debugged (old and new unit tests)
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
The file was modifiedTransportMaps/Functionals/FunctionBase.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedTransportMaps/Functionals/ParametricFunctionApproximationBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/ObjectBase.py (diff)
The file was modifiedTransportMaps/Misc.py (diff)
The file was modifiedTransportMaps/Densities/DensityBase.py (diff)
The file was modifiedTransportMaps/Routines.py (diff)
Commit 712345cb767ae8f5c908a16b8703c3650d633814 by dabi
old unit tests work!!
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Densities/DensityBase.py (diff)
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
The file was modifiedTransportMaps/Misc.py (diff)
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMapBase.py (diff)
The file was addedTransportMaps/tests/test_minimization.py
The file was modifiedTransportMaps/Functionals/FunctionBase.py (diff)
The file was modifiedTransportMaps/Routines.py (diff)
The file was modifiedTransportMaps/Maps/FrozenTriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
Commit a34a87900972f9ed7e5c097f7ea50c574b441649 by dabi
parallel evaluation of kl divergence work almost on all test cases..
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/ObjectBase.py (diff)
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
The file was modifiedTransportMaps/tests/test_minimization.py (diff)
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
The file was modifiedTransportMaps/Misc.py (diff)
Commit 662dedd87ba09cf5bd63849c8c5a9e339cc38de7 by dabi
parallelization now allows for the use of a pool of processors which are
kept alive!
The file was modifiedTransportMaps/Routines.py (diff)
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
The file was modifiedTransportMaps/Misc.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
Commit fa4303ac216b6bff73ad1f0fa2d50dadb4e91ee3 by dabi
added unit tests for minimization. to be tested
The file was modifiedTransportMaps/tests/test_all.py (diff)
The file was modifiedTransportMaps/Routines.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
The file was modifiedTransportMaps/tests/test_minimization.py (diff)
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
Commit d00f2ace9719f83e7af5eaad548ff6da6fedba21 by dabi
working on unit tests
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
The file was modifiedTransportMaps/tests/TestFunctions.py (diff)
Commit 6788816bf3b775826db3fa88aba5fcf80a82b452 by dabi
fixed test case for arctan parallel
The file was modifiedTransportMaps/tests/TestFunctions.py (diff)
Commit 163174b3fe11be5acffab26e5bbe5d4c36b8a559 by dabi
minimization tests passed
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/tests/test_minimization.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
Commit 5f5f8a6a0eae6057a6c95ac33514beeb9fec4ab0 by spantini
Done with full joint  Stoc Vol with Hypers
The file was modifiedExamples/stochasticVolatility/stochasticVolHyper.lyx (diff)
The file was modifiedExamples/stochasticVolatility/StocVolHyperDensities.py (diff)
Commit 03bea76622279caacc8878aef67874de60df1fd2 by dabi
bug fixed. running all tests!
The file was modifiedTransportMaps/Functionals/LinearSpanApproximationBase.py (diff)
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
The file was modifiedTransportMaps/Misc.py (diff)
Commit 7c6bc572e8b1ba9b1fb243533973c7505add77e3 by dabi
fixed bugs! MPI works! TODO: update the examples
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
The file was modifiedDocs/conf3/conf.py (diff)
The file was modifiedTransportMaps/ObjectBase.py (diff)
The file was modifiedTransportMaps/Routines.py (diff)
The file was modifiedTransportMaps/Misc.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
Commit 68d4c6cce07306e27c92d0eb4127df4b058d5cd2 by spantini
Done with Markov Component of Stoc Vol with Hypers
The file was modifiedTransportMaps/Maps/FullTransportMaps.py (diff)
The file was modifiedExamples/stochasticVolatility/StocVolHyperDensities.py (diff)
Commit f23e229bcd5c20ee9a6421f8767a93007c8509c5 by dabi
parallelization works on the examples. TODO: profiling
The file was modifiedExamples/KLdivergence.py (diff)
The file was modifiedExamples/KLdivergence-InverseMap-DirectConstruction.py (diff)
The file was modifiedTransportMaps/Routines.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedExamples/KLdivergence-InverseMap-InverseConstruction.py (diff)
The file was modifiedTransportMaps/Misc.py (diff)
The file was modifiedTransportMaps/tests/test_minimization.py (diff)
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
The file was modifiedTransportMaps/ObjectBase.py (diff)
Commit 5d49a8c0e33147d9d76efa038c992e50e3859729 by dabi
fixed bug on unit tests
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
Commit 117c0edda1e47ab119c14801afd2476f251968bb by dabi
speed up unit tests kl divergence
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
Commit 2874da5a6961b324f50696dada092b5cf3c155f1 by dabi
parallelized precomputation and fixed bug in test_kl_divergence
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedExamples/KLdivergence-InverseMap-InverseConstruction.py (diff)
The file was modifiedExamples/KLdivergence.py (diff)
The file was modifiedExamples/KLdivergence-InverseMap-DirectConstruction.py (diff)
Commit 63a7842df1c1852121b80538e885114873f31ab6 by dabi
another bug in test_kl
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
Commit 5e63f6df8d15bb20675b24a6c02e00120f401714 by dabi
another bug in test_kl
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
Commit 2c35b8624275626d4bb3134750d355ba7b9fee8a by dabi
running tests on stochastic volatility with hyperparameters
The file was addedExamples/stochasticVolatility/StochasticVolatilityHyper-DataGeneration.py
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
The file was modifiedTransportMaps/Diagnostics/Routines.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-Laplace.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-Laplace-Postprocess.py (diff)
The file was modifiedExamples/stochasticVolatility/StocVolHyperDensities.py (diff)
Commit 5f49ac98b3f14963d6522eb8fea708ca9c32b75c by dabi
working on parallelization of generation of new samples
The file was modifiedTransportMaps/Densities/FrozenDensities.py (diff)
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
The file was modifiedTransportMaps/Densities/DensityBase.py (diff)
Commit a3e17b74a1897aef89b53833047735c2ef571cbf by dabi
parallelized generation of samples
The file was addedTransportMaps/tests/test_transportmap_densities_sampling.py
The file was modifiedTransportMaps/tests/TestFunctions.py (diff)
The file was modifiedTransportMaps/Densities/FrozenDensities.py (diff)
The file was modifiedTransportMaps/Routines.py (diff)
The file was modifiedTransportMaps/tests/test_transportmap_densities.py (diff)
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
The file was modifiedTransportMaps/tests/test_all.py (diff)
Commit 031e647db9c11e555351398e6192b4a0fc177c0c by rebeccae.morrison
post-proc finds error, variance and bias
The file was addedExamples/sparsity/sparsity_matrix.py
The file was modifiedExamples/sparsity/mc_sparsity.py (diff)
The file was addedExamples/sparsity/run_mc_sparsity.py
The file was modifiedExamples/sparsity/pp_sparsity.py (diff)
The file was modifiedExamples/sparsity/GaussianGraphs.py (diff)
Commit 9ac12818c80f3cf23e0917845ea18f637b1ee64c by dabi
fixed mpi_eval call in regression
The file was modifiedTransportMaps/Routines.py (diff)
Commit 1960c7dca7306158cc18c9b0d2536442cab68b80 by dabi
fixed bug regression
The file was modifiedTransportMaps/Routines.py (diff)
Commit 313517f43d654ae02a573c90bbc411ecccfb4a7d by dabi
removed parallelization in regression for now... opening #52
The file was modifiedTransportMaps/Routines.py (diff)
Commit e934521a0fb457b137c32d482d81819703a21ce1 by dabi
working on composition of maps
The file was addedExamples/stochasticVolatility/StochasticVolatilityHyper-DirectMap-Composition-Adapted.py
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
The file was modifiedExamples/stochasticVolatility/StocVolHyperDensities.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-Laplace-Postprocess.py (diff)
Commit 9246a531488e2c0104d6f21a51cbc5729770709a by dabi
working on stoch vol
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-InverseMap-DirectConstruction.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-InverseMap-Postprocess.py (diff)
The file was modifiedExamples/stochasticVolatility/StocVolHyperDensities.py (diff)
The file was modifiedTransportMaps/Maps/FullTransportMaps.py (diff)
The file was modifiedExamples/KLdivergence-InverseMap-DirectConstruction.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-DirectMap-Postprocess.py (diff)
Commit 7e3d9ce23832c9b226196dea77b5d5b1970d278b by dabi
examples work without mpirun
The file was modifiedDocs/source/install.rst (diff)
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Misc.py (diff)
The file was modifiedREADME.rst (diff)
The file was modifiedsetup.py (diff)
The file was modifiedTransportMaps/Routines.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/tests/test_densities.py (diff)
The file was modifiedTransportMaps/tests/test_all.py (diff)
The file was modifiedTransportMaps/tests/test_laplace.py (diff)
The file was modifiedTransportMaps/tests/test_minimization.py (diff)
The file was modifiedExamples/KLdivergence.py (diff)
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
The file was modifiedTransportMaps/Misc.py (diff)
The file was modifiedTransportMaps/tests/test_transportmap_densities.py (diff)
The file was modifiedExamples/KLdivergence-InverseMap-InverseConstruction.py (diff)
The file was modifiedExamples/KLdivergence-InverseMap-DirectConstruction.py (diff)
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
Commit 0fe08b5bf062d294c68a89a9449c3d50c53aeb4f by dabi
optional matplotlib in examples
The file was modifiedExamples/KLdivergence-InverseMap-InverseConstruction.py (diff)
The file was modifiedExamples/KLdivergence.py (diff)
The file was modifiedExamples/KLdivergence-InverseMap-DirectConstruction.py (diff)
Commit b6fea29a78838c9d2eea589f6e6f140e12103708 by dabi
updated testing script
The file was modifiedtest.sh (diff)
The file was modifiedtest_develop.sh (diff)
Commit b1140f7a58beb897eb3579f806d142485e80e3b7 by dabi
made matplotlib optional throughout the module
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
Commit f45bf4fc51fb0fabe706772574949da29e80b22d by dabi
added script for running on voyager.mit.edu
The file was addedExamples/submit_voyager.sh
Commit 4a9f9aa1b488977b620b37705c1f3590a2ef5301 by dabi
working on stochvol
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityHyper-DirectMap-Composition-Adapted.py (diff)
Commit 65e86e92d47dad5bbdae3b04c32b4ef3c5271277 by dabi
working on cluster
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityHyper-DirectMap-Composition-Adapted.py (diff)
Commit 2c0f938b433539e257e806fa2182d95a07fcca9a by dabi
fixed bug in kl divergence unit tests
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
Commit bf1525b23eecdadca895cb9af4cedafe605b1b4d by dabi
working on cluster
The file was modifiedExamples/stochasticVolatility/StocVolHyperDensities.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityHyper-DirectMap-Composition-Adapted.py (diff)
Commit 44926bd016c9b9db7a656d003ec839712357a3d1 by spantini
Added trim density on Stoc Vol Hyper
The file was modifiedExamples/stochasticVolatility/StocVolHyperDensities.py (diff)
Commit 4e8418d04b97ba1e0c65935572b6dd2cba0c8104 by dabi
map generation for density with hyper parameters
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityHyper-DirectMap-Composition-Adapted.py (diff)
The file was addedExamples/stochasticVolatility/MapGenerationHyper.py
Commit e585112d8445c214dec39b15bbecf455e759f1db by dabi
working on postprocessing
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedExamples/stochasticVolatility/MapGenerationHyper.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatility-DirectMap-Composition-Postprocess.py (diff)
Commit 1b368f7166a2be9f5435f775468fc4240008e8c4 by spantini
Fixed deepcopy issues with Stoc Vol
The file was modifiedExamples/stochasticVolatility/StocVolHyperDensities.py (diff)
Commit 3b1008c294f8b598d93635492181bfc56067e45d by dabi
working on cluster
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityHyper-DirectMap-Composition-Adapted.py (diff)
Commit 6c62c49800b01d2ecbd2b178a11aa9ce4e94ff4c by dabi
postprocessing step
The file was addedExamples/stochasticVolatility/StochasticVolatilityHyper-DirectMap-Composition-Postprocess.py
The file was modifiedExamples/stochasticVolatility/StocVolHyperDensities.py (diff)
The file was modifiedTransportMaps/Routines.py (diff)
Commit fea9b334722e80496ea67e6b1a22bca75425c60b by dabi
fixed map generation with hyper
The file was modifiedExamples/stochasticVolatility/MapGenerationHyper.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityHyper-DirectMap-Composition-Postprocess.py (diff)
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
Commit cc3727a2c78e6f0885c5167616ff152c45a4e983 by dabi
changes made on hess_x_log_pullback. TODO: replicate on other hess_x
functions
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
Commit 0715ce0b8f4f8ed9121a10bb9c79afc733b18c1b by dabi
Issue #31: removed construction of m x d x d x d x d tensor from
hess_x_log_pullback and hess_x_log_pushforward
The file was modifiedTransportMaps/tests/test_transportmap_densities.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
Commit 5842a91be05ac3aeb5eabb977e2921ca0add78c7 by dabi
working on #40: implementing the map-reduce scheme
The file was modifiedTransportMaps/Misc.py (diff)
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Routines.py (diff)
Commit 8cfb8d2537442463696ace3b0cd9003eac43460c by dabi
the map-reduce scheme works. Figure out why the number of processes
keeps increaseing in the unittests...
The file was modifiedTransportMaps/Misc.py (diff)
The file was modifiedTransportMaps/tests/test_minimization.py (diff)
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
Commit 802b4f627cd0fd36cdf94dd7ff1f05800815dd65 by dabi
Fixes #53: implements map-reduce scheme
The file was modifiedTransportMaps/Routines.py (diff)
The file was modifiedTransportMaps/tests/test_minimization.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Misc.py (diff)
Commit 3c78b757f96b426694c31548791d16056568e496 by rebeccae.morrison
histograms of map and omega entries
The file was addedExamples/sparsity/param_hist.py
Commit 96f2ee929da1df9f4c4709b48a4d65445a7bc9f6 by dabi
added the stochastic Laplace postprocessing for the hyperparamters case
The file was addedExamples/stochasticVolatility/StochasticVolatilityHyper-Laplace-Postprocess.py
Commit 6a2ba4067bf7c70321f127433b26b3e3535ed667 by dabi
laplace approximation posprocess for hyper parameters
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityHyper-Laplace-Postprocess.py (diff)
Commit 6d4c9694fe25364d60bb8b3f8cd56002260762ab by spantini
Implemented Markov component stoc vol hyper
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatilityHyper-DirectMap-Composition-AdaptedDurbin.py
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/tests_StocVolHyperDurbin.py
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/sv.dat
The file was modifiedExamples/conditionedDiffusion/conditionalDiffusion.pdf (diff)
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/StocVolHyperDensitiesDurbin.py
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/stochasticVolHyperDurbin.lyx
The file was modifiedExamples/stochasticVolatility/stochasticVolHyper.lyx (diff)
The file was modifiedExamples/stochasticVolatility/stochasticVolHyper.pdf (diff)
The file was modifiedExamples/stochasticVolatility/StocVolHyperDensities.py (diff)
The file was modifiedExamples/stochasticVolatility/stochasticVol.pdf (diff)
The file was modifiedTransportMaps/Routines.py (diff)
Commit 0b5809f7227f4d84e774746cf0f8c887e7ed0b70 by dabi
added defaults for components with different basis and span
The file was modifiedTransportMaps/Defaults.py (diff)
The file was removedExamples/stochasticVolatility/Durbin_Rue_testCase/sv.dat
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/tests_StocVolHyperDurbin.py (diff)
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatilityHyper-DataGenerationDurbin.py
The file was removedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatilityHyper-DirectMap-Composition-AdaptedDurbin.py
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatility-Laplace.py
The file was modifiedExamples/stochasticVolatility/MapGenerationHyper.py (diff)
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityHyper-DirectMap-Composition-Adapted.py (diff)
Commit c21c9be0d7322666bed8aff3f646746ae8b8e622 by dabi
fix bug on defaults
The file was modifiedTransportMaps/Defaults.py (diff)
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatility-Laplace-Postprocess.py
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatilityHyper-DirectMap-Composition-Adapted.py
The file was modifiedTransportMaps/Defaults.py (diff)
Commit 59061653c33b0f78683d0d7e444edb6db0b966aa by spantini
something is running
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/MapGenerationHyper.py
Commit 1ab6b86a17885320c62eb736193b414b11add831 by spantini
Scripts composition stoc vol with hyper working
The file was removedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatilityHyper-DirectMap-Composition-Adapted.py
The file was removedExamples/stochasticVolatility/Durbin_Rue_testCase/MapGenerationHyper.py
The file was modifiedExamples/stochasticVolatility/StochasticVolatilityHyper-DirectMap-Composition-Postprocess.py (diff)
The file was modifiedExamples/stochasticVolatility/MapGenerationHyper.py (diff)
The file was modifiedTransportMaps/Defaults.py (diff)
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/StocVolHyperDensitiesDurbin.py (diff)
The file was modifiedTransportMaps/Defaults.py (diff)
Commit 1fdfa66092d24697731c58b2c296583c93ce4e71 by dabi
working on unit tests for clusters
The file was modifiedTransportMaps/tests/test_transportmap_densities_sampling.py (diff)
The file was addedExamples/cluster/voyager/submit_voyager.sh
The file was modifiedTransportMaps/tests/test_densities.py (diff)
The file was modifiedTransportMaps/tests/test_minimization.py (diff)
The file was modifiedTransportMaps/tests/test_laplace.py (diff)
The file was modifiedTransportMaps/tests/test_transportmap_densities.py (diff)
The file was addedExamples/cluster/voyager/run_unit_test.py
The file was modifiedTransportMaps/tests/test_all.py (diff)
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
The file was modifiedTransportMaps/tests/test_transportmaps.py (diff)
Commit e957a59fb3d6848dcec4e59c15ccbbb6c9b2588f by spantini
Ready for full problem with 1hyper
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/data/SVHDurbin-Density-n100-phi0.95-sigma0.25.dill
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/data/SVHDurbin-Density-n20-phi0.95-sigma0.25.dill
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/data/SVHDurbin-DirectMap-Composition-n3-phi0.95-sigma0.25-full-rbf-npoints1000.dill
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/data/SVHDurbin-Density-n2-phi0.95-sigma0.25.dill
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/data/SVHDurbin-Density-n9-phi0.95-sigma0.25.dill
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/data/.DS_Store
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/data/SVHDurbin-DirectMap-Composition-n20-phi0.95-sigma0.25-full-rbf-npoints2000.dill
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/data/SVHDurbin-DirectMap-Composition-n100-phi0.95-sigma0.25-full-rbf-npoints2000.dill
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatilityHyper-DirectMap-Composition-PostprocessDurbin.py
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/data/SVHDurbin-DirectMap-Composition-n2-phi0.95-sigma0.25-full-rbf-npoints1000.dill
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/data/SVHDurbin-Density-n3-phi0.95-sigma0.25.dill
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/data/SVHDurbin-Laplace-n2-phi0.95-sigma0.25.dill
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatilityHyper-DirectMap-Composition-AdaptedDurbin.py
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/data/sv.dat
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/data/SVHDurbin-Density-n10-phi0.95-sigma0.25.dill
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/data/SVHDurbin-Density-n5-phi0.95-sigma0.25.dill
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/data/SVHDurbin-Density-n4-phi0.95-sigma0.25.dill
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/data/SVHDurbin-DirectMap-Composition-n4-phi0.95-sigma0.25-full-rbf-npoints1000.dill
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/MapGenerationHyperDurbin.py
Commit ffcf4c14c64e84e7206a256c1914353839ef5403 by spantini
Ready for full problem with 1hyper
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/data/SVHDurbin-Density-n945-phi0.95-sigma0.25.dill
Commit 79032986a66e1f1964db8f5278cee953e693d6f6 by dabi
unit tests on cluster work
The file was removedExamples/cluster/voyager/run_unit_test.py
The file was modifiedExamples/cluster/voyager/submit_voyager.sh (diff)
The file was addedExamples/cluster/voyager/run_unit_tests.py
Commit 7eb2726bad26ceee2c263bf7edb31e15d2741fe7 by spantini
Fixes for full problem with 1hyper
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/MapGenerationHyperDurbin.py (diff)
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatilityHyper-DirectMap-Composition-AdaptedDurbin.py (diff)
Commit af2ddb8604111cec67aa4aff8505c3fbb86f10b3 by spantini
Stoc Vol Hyper--configuration for 2 hyper
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/MapGenerationHyperDurbin.py (diff)
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatilityHyper-DirectMap-Composition-PostprocessDurbin.py (diff)
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatilityHyper-DirectMap-Composition-AdaptedDurbin.py (diff)
Commit 83987fba3d9ff5280e392d58bfab0855f5c21169 by spantini
Stoc Vol Hyper--configuration for 2 hyper
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/data/SVHDurbin-Density-n945-sigma0.25.dill
Commit 509649a630fe838841e1c1e7f5568190baf0fe12 by dabi
working on first variation examples
The file was addedExamples/adaptivity/KLdivergence_FirstVariationAdaptivity.py
Commit 0b52ceedf0dab3750fa884c3aa5c681d79c5abeb by dabi
working on example
The file was modifiedExamples/adaptivity/KLdivergence_FirstVariationAdaptivity.py (diff)
Commit 27757cda4c9b304d31f7ee7257eeb8bfd2646184 by dabi
working on first variation
The file was modifiedTransportMaps/Densities/ParametricDensityBase.py (diff)
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
Commit 2502a587a502f3d9672989f420bdb2a031e4b8fc by dabi
fixed bug on defaults
The file was modifiedTransportMaps/Defaults.py (diff)
The file was modifiedTransportMaps/Defaults.py (diff)
Commit e8611dd456210d17bd1ac1f8fb87ab907981517c by dabi
added job number in submission script for clusters
The file was modifiedExamples/cluster/voyager/submit_voyager.sh (diff)
The file was modifiedExamples/submit_voyager.sh (diff)
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/submit_voyager.sh
Commit a709a7ebf9ffbc72cc710ec2a3873222a930db05 by dabi
added voyager submission script
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/submit_voyager.sh
Commit bb56e8a4a5f95cad29e43d97b27c72006c2560b0 by spantini
Setup for 3hypers Stoc Vol
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatilityHyper-DirectMap-Composition-AdaptedDurbin.py (diff)
Commit b0552edb01d5302b6b5397849109d8eb16d672f8 by spantini
Setup for 3hypers Stoc Vol
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/data/SVHDurbin-Density-n945.dill
Commit 3bed2fdccec77964ac5e86c8b958b330080fe2e2 by dabi
very unsure on where to put the first variation implementation
The file was modifiedTransportMaps/Routines.py (diff)
The file was modifiedTransportMaps/Densities/ParametricDensityBase.py (diff)
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
Commit 44305c9751bf9778cd545d45b076979a4c59156f by dabi
regression example works on python3
The file was modifiedExamples/Regression.py (diff)
Commit b644513f9782f61da8a5e0405a372caece35502a by dabi
working on parallelization of regression
The file was modifiedTransportMaps/Functionals/FunctionBase.py (diff)
The file was modifiedExamples/Regression.py (diff)
The file was modifiedExamples/KLdivergence.py (diff)
The file was modifiedTransportMaps/Functionals/ParametricFunctionApproximationBase.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedTransportMaps/Routines.py (diff)
Commit 8fdfbac556fbabba95545c20b0061a97cfc73b38 by dabi
regression is now parallel. TODO: implement map-reduce for regression
The file was modifiedTransportMaps/tests/test_kl_divergence.py (diff)
The file was modifiedTransportMaps/Misc.py (diff)
The file was modifiedTransportMaps/Functionals/ParametricFunctionApproximationBase.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was modifiedTransportMaps/Maps/TriangularTransportMaps.py (diff)
The file was modifiedTransportMaps/Functionals/MonotonicFunctionApproximations.py (diff)
The file was modifiedExamples/Regression.py (diff)
Commit b362319a8aa3543a97cf051de24494f1276c3497 by dabi
warm start with skipping steps done. It should be tested first!
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatilityHyper-DirectMap-Composition-AdaptedDurbin.py (diff)
Commit 4d2e79111b47859ce1689724dba1b4918dd976e0 by spantini
Changes to plot and postprocessing
The file was modifiedTransportMaps/Functionals/FrozenMonotonicFunctions.py (diff)
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/StocVolHyperDensitiesDurbin.py (diff)
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatilityHyper-DirectMap-Composition-PostprocessDurbin.py (diff)
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
Commit 24b67fb0ca07d80a131a23c427e591a8e5dee5cd by rebeccae.morrison
histograms have no ticks or labels
The file was modifiedExamples/sparsity/mc_sparsity.py (diff)
The file was modifiedExamples/sparsity/param_hist.py (diff)
Commit baaca3fffd357092ec546a9841a0e6c162739f1c by dabi
added data for 2hyper
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/submit_voyager.sh (diff)
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/data/SVHDurbin-DirectMap-Composition-n179-sigma0.25-full-rbf-npoints3000-incomplete.dill
Commit 19d61f90c1ceaa33f93218271b6f7c33494f489e by dabi
added results for 1hyper
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/data/SVHDurbin-DirectMap-Composition-n945-phi0.95-sigma0.25-full-rbf-npoints3000.dill
The file was modifiedExamples/stochasticVolatility/MapGenerationHyper.py (diff)
Commit 75fe184b3ec717c95744682a97cb09b9ab6dcde2 by dabi
working on hypersonic. added lag on composition construction.
The file was removedExamples/stochasticVolatility/Durbin_Rue_testCase/submit_voyager.sh
The file was modifiedTransportMaps/Diagnostics/Routines.py (diff)
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatilityHyper-DirectMap-Composition-AdaptedDurbin.py (diff)
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/submit_slurm.sh
Commit 4aa5592d1703450218467504af330e58cd370fbb by spantini
Getting rid of the recursion for composition of maps
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/StocVolHyperDensitiesDurbin.py (diff)
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/MapGenerationHyperDurbin.py (diff)
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatilityHyper-DirectMap-Composition-PostprocessDurbin.py (diff)
The file was modifiedTransportMaps/Maps/TransportMapBase.py (diff)
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/data/SVHDurbin-DirectMap-Composition-n945-sigma0.25-full-rbf-npoints3000-incomplete-n179.dill
The file was modifiedTransportMaps/Maps/FullTransportMaps.py (diff)
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/data/.DS_Store (diff)
The file was removedExamples/stochasticVolatility/Durbin_Rue_testCase/data/SVHDurbin-DirectMap-Composition-n179-sigma0.25-full-rbf-npoints3000-incomplete.dill
Commit e075442bbcb191f97ed5842c4a0b92dea81f34de by spantini
Input NMC to post processing script
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatilityHyper-DirectMap-Composition-PostprocessDurbin.py (diff)
Commit 04cacbc8b3c65c69822aaeada7deb7fa2c96d947 by dabi
first variation implemented. TODO: test it
The file was modifiedTransportMaps/Routines.py (diff)
Commit fa8581c3ef5d52a09239b86b817680f8baff9a03 by dabi
added mpi_pool argument to diagnostic functions. Changed design of
parallel postprocessing in order to have a unique pool of processes
The file was modifiedTransportMaps/Diagnostics/Routines.py (diff)
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatilityHyper-DirectMap-Composition-PostprocessDurbin.py (diff)
The file was modifiedTransportMaps/Diagnostics/Plotting.py (diff)
Commit 037a64c2b86179bbbb2a8877bed61608d08b0fee by dabi
fixed variance diagnostic routine
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatilityHyper-DirectMap-Composition-PostprocessDurbin.py (diff)
The file was modifiedTransportMaps/Diagnostics/Routines.py (diff)
Commit 9d13614918c3c3b975af9ddb6b563c6ef8142cce by dabi
fixed routine variance diagnostic
The file was modifiedTransportMaps/Diagnostics/Routines.py (diff)
The file was addedExamples/stochasticVolatility/Durbin_Rue_testCase/data/SVHDurbin-DirectMap-Composition-n945-fulltot-rbfpoly-npoint4000.dill
Commit fd3709744d07637d10a0d1d3197132b4ff857b54 by dabi
working on refinement
The file was modifiedTransportMaps/Routines.py (diff)
The file was modifiedExamples/adaptivity/KLdivergence_FirstVariationAdaptivity.py (diff)
Commit d72c1e242aec489b952263490dd20b2fb9316dad by dabi
working on test case 2d
The file was modifiedTransportMaps/Defaults.py (diff)
The file was modifiedExamples/adaptivity/KLdivergence_FirstVariationAdaptivity.py (diff)
Commit c283598a16479b50a2a3044f25933045d1a505f4 by dabi
fixed file TransportMapDensities. The PullBackDensity was defined
twice...
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
Commit 291b2585ae8a550838b035fa95198e994a1deb33 by dabi
pdf as exp(log_pdf)
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
Commit acd5b86d3495aebdef2460e36b72e8d0837fb36b by spantini
Fixes to post-processing trim script
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatilityHyper-DirectMap-Composition-AdaptedDurbin.py (diff)
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatilityHyper-DirectMap-Composition-PostprocessDurbin.py (diff)
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/data/.DS_Store (diff)
The file was modifiedExamples/adaptivity/KLdivergence_FirstVariationAdaptivity.py (diff)
The file was modifiedTransportMaps/Densities/TransportMapDensities.py (diff)
Commit 258e12b2002a934c02e2c46acbe159babda52dba by dabi
working on plots of the first variation
The file was modifiedExamples/adaptivity/KLdivergence_FirstVariationAdaptivity.py (diff)
Commit efb2870d35e6b731a72d66ca92f311f48b14552a by spantini
Decoupled data analysis from plots
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatilityHyper-DirectMap-Composition-PostprocessDurbin.py (diff)
The file was modifiedExamples/stochasticVolatility/Durbin_Rue_testCase/StochasticVolatilityHyper-DirectMap-Composition-AdaptedDurbin.py (diff)
Commit dc95acff1871fc3cf14de88d06f908f439e08b66 by dabi
working on plots of first variation 2d
The file was modifiedExamples/adaptivity/KLdivergence_FirstVariationAdaptivity.py (diff)
Commit 69b5fb90d9d4f20df3de278d4dec4621f8c2d224 by dabi
added diagonal transport map
The file was modifiedTransportMaps/Defaults.py